You are obviously using an email address from a provider that doesn't filter spam at source. Consider Gmail or GMX or in fact anyone that does actually filter at source. To be honest if you are getting that much spam, it's probably time to change your email anyway...I don't get spam via my email provider so none comes onto the phone....
As far as I know, there is no filter list on the phone, then again I've never had occasion to look for one...
Good luck...