You've not told us which email provider you use or how you access your emails (i.e. through a proper email client, such as Outlook Express or Windows Live Mail, or by visiting a website). Both are relevant!
However if ads are being appended directly to your incoming (and/or outgoing) emails, rather than appearing alongside them on a webpage, there's nothing you can do about it other than to change your email provider.
If ads are only appearing on the same web page as (but not actually within) your emails then using an ad-block (such as Adblock Plus with a web browser that supports it, such as Firefox) will get rid of them.
I use GMX as my email provider. No ads are actually appended to either incoming or outgoing mail. Those that should appear alongside emails, when I use GMX's web-based access, are filtered out by my ad-blocker.
http://www.gmx.co.uk/