Junk email, aka spam, is a terrible problem for almost everyone these days. There is help at hand, though, for anyone using an email program on Windows. There's a completely free program called Spamihilator that will work with your email program to mark emails as spam. It looks like it should be really good, I'm going to give it a try both at work and at home to see how it fares. Note, however, that it will not work with web-based email clients, only ones like Thunderbird, Outlook, Eudora, etc, where the email is actually downloaded to your computer.
Also, one cool thing is that it seems to be under constant improvement and you can download beta versions (versions that aren't quite finished yet but should work fine) to try out, but I don't recommend non-geeks try this as it can lead to unexpected problems. Along with that they have a large number of plugins which you can use to improve the accuracy of the spam filtering. Lastly, there's also a support forum if you need help with it.