(1) use Mailwasher Free. This is especially useful if your mail server does a spam check, and flags it as suspected spam. I've used this for a while now, and though I get many spam messages, I simply don't see them as they get filtered out.

(2) Use Thunderbird. Free again, this has trainable filters that simply delete stuff you say is spam before you see it. You start off getting everything, but as you train it you see less and less until only the most inventive abusers get through, and then only for a short while.

Why do they do it? It's a bit like life. You started off when one spermatozoon out of a hundred million got lucky. With spam, they only have to find one dupe out of a hundred million and it's all worthwhile.