You probably know this already, but just in case...if you are receiving spam in your Outlook Express inbox just highlight the offending item in the usual way (click once on it only!) then go to the list of options at top of the screen and click on the word 'Messages'. A menu drops down. Click on the option 'Block Sender'.
This will then delete the offending message, and any others from the same sender already on your computer. It will also automatically delete any future spam from the same sender.
You will have to do this every time you receive spam from different senders.
This is not a complete cure because these spammers often change their 'Sender Name' with each email they send you. However it might help to remove repeat offenders.
It's also not a complete cure because you still end up wasting time downloading their crap even though it's immediately deleted on completion...but it might make you feel better!