You need to consider how the spammers got hold of your address. If you've used a simple forename+surname pattern (e.g.
[email protected]) they might have just guessed at it. [Spammers configure their computers to try millions of different potential addresses]. It's far better to use something like
[email protected].
Also, if you're ever silly enough to click 'unsubscribe' on an unsolicited email from an address-guessing spammer, you'll have told him that your address is real and end up with lots more spam.
Alternatively you could have submitted your email address to either a dodgy site which sold it on to spammers or to a respectable site which has had its database hacked. That's why you should always use different addresses when signing up to things, or making purchases, on the internet. (GMX allows you to set up 10 'aliases', which divert mail into your main account. If one of the aliases starts getting spam you can simply disable it. If you need more email addresses you can simply register again).
Once you've started getting loads of spam it can be difficult to stop it (unless it's arriving at an 'alias' address, where you can simply disable it). However if you (and all other GMX users who're getting the same spam) keep clicking on the 'Spam' button (rather than just deleting it), GMX's servers will learn that it's stuff that nobody wants and simply direct it straight to your Spam folder. (Spammers also tend to give up sending junk out to a particular address after a while anyway). So it could just be a matter of 'giving it time'.