There's nothing that any mail client (such as Outlook, Outlook Express or Windows Live Mail) can do to stop mail being downloaded from your provider's server to your PC. All that it can do with unwanted mail is to consign it to your Junk folder (and possibly return a 'mail not wanted' message to the sender).
To prevent mail being downloaded from your provider's server, you need additional (anti-spam) software which examines the headers of the mail sitting on your provider's server and blocks unwanted mail. This is the (free) product which most people choose:
http://www.mailwasher.net/
Remember though, that it only takes a few minutes to set up a new email address. If the sender is really persistent he/she could still find ways to beat any blocks that you try to put in place.
Chris