If you're using an email client (such as Outlook Express, Windows Live Mail or Thunderbird) the free version of Mailwasher should solve your problem:
http://www.mailwasher.net/
If you're using a web-based service you'll have to consider changing your email address. You can then get mail from your old address automatically forwarded. That will initially include the spam but either the filters in your new system will be better at deleting it or you can simply wait until everyone knows your new address and then turn off the forwarding.
Remember that spammers often configure their software to guess at possible email addresses. For example, it's highly likely that they'll get some success in sending mail if they send it to
[email protected],
[email protected],
[email protected], etc, etc. Quite a few of such 'guessed' addresses will actually exist. So you should ensure that your email address is 'unguessable'. (e.g.
[email protected]).
If you want a new email address I can highly recommend GMX:
http://www.gmx.co.uk/