Direct mail solicitations/ads (junk) use a lot of resources in paper, ink, printing, transportation. It helps the environment if you put your name on the do not mail list, rather than recycling it or throwing it away. Better that it not be sent to you at all, to conserve resources and energy. The one I linked is for the USA.

In the UK, register on the do not mail list here:

http://www.mpsonline.org.uk/mpsr/