Kimmer - I'll second that..
If you are still using OS9.x you might find shareware
Popthing useful. Won't stop spam being sent, but does let you check it out (and delete it) while it's still on your ISP's server and
before you download it. Being on dial-up myself I find that although sifting through up to 20 emails a day is a chore at least I don't have to wait for them to download. I think other posters have mentioned a similar program for OS.X but can't recall the details.