I have been using Spamcop for a while now. It doesn't prevent the spam from arriving, but it does give a sense of satisfaction to be able to report these spammers to the ISPs. I think that in the long run it helps a bit to report stuff like this, as it helps ISPs to close down dodgy accounts. You only have to register on
https://www.spamcop.net/ and you get a specific e-mail address where you can forward the dodgy mails to, including the full headers, so that they can find the ISPs behind the e-mail source and the links. You then get the option to send the reports.