I have recently installed 'SpyBlocker' which seems to be very effective at preventing unwanted incursions to my computer (particularly when used with Zone Alarm). The amount of Spam I receive has certainly reduced.
It is available (free) at:
<a href="http://download.cnet.com/downloads/0-3356727-100-8465887.html" target="_blank">http://download.cnet.com/downloads/0-3356727-100-8465887.html</a>