Never, ever reply or click on the "unsubscribe" link to spam e-mails. Indeed even opening them can cause your e-mail reader to request further infomation from the sending site thus giving confirmation that the spammer has hit a live e-mail address. The hotmail system should however protect you against this one. If you don't recognise the title or sender of an e-mail, delete it without opening it or indicate that it is spam - what ever option your e-mail provider gives you. For me this seems to minimise the problem.
P.P.