Do you notice your telephone ringing - shortly after opening e-mail?
I recommend downloading the e-mail...shut off the internet connection (zone alarm or moden switch) and then sorting through your mail and tossing the spam before reconnecting to the net.
Those "cute" (bull-sh-t) animated charactors that some people include as an imbedded gif in their mail can also have an "E-T phone home" attribute.
Watch your TCP traffic...As Simon G notes above.
Sincerely,
Gargoyle