You've got it easy. :-)
I'm getting 150 or so pieces of spam a day. Since only get 1-2 real pieces of e-mail a day, it's pretty easy for me to quickly delete the spam.
The standard solution to this problem is SpamAssassin. I'm using a precompiled version for Windows called [link|http://www.statalabs.com/|SAProxy] which doesn't seem to be available now (replaced by SAProxyPro). It catches a lot of spam out of the box and presumably can be taught to catch more, but I haven't taken the time to try to figure out how to do it with my e-mailer (PMMail).
Note SAProxyPro is shareware, $29.95. I haven't tried it.
Spam Assassin can be installed on Win32 (see, e.g. [link|http://www.openhandhome.com/howtosa260.html|this] page), but it's fairly involved (you need to install ActivePerl, etc., and there are some limitations).
v6.1 of [link|http://eudora.com/email/|Eudora] has fairly good spam filters that are easy to teach, but you need the paid mode to access that feature - $49.95.
Most of the stuff discussed here on IWeThey has been for Linux, but searching through the archive may be useful.
HTH, a bit.
Cheers,
Scott.
