Message Rules
You can instruct Outlook Express on what to do with messages you receive from Tools > Message Rules. For example, if you keep receiving spam form a particular address, you can block all messages form that address. Open Tools > Message Rules > Mail. in the Message Rules dialog box, click on New. Select where from line contains people and click on the contains people link below. Type in the annoying address. For the Actions, select Delete it form server. this way, any mail from that address will never be downloaded. Provide a name for the rule and click OK.