• open "Messenger" (under Communicator menu)
• goto "Edit" menu
• go down to "Message Filters..."
• select "New..."
• enter a "Filter name:"
• select "Match any of the following"
• select (the "to" of the message "doesn't contain")
• and enter your "email name@whatever.com"
• select (then "Delete")
• Next, type in what ever "Description:" you like!
• click on "OK"
• click on "OK" again

NOTE:  Delete here means that it gets trashed!  So, you will still have to open the
Trash folder and actually delete the junk eMail.  At least you don't have to screen
it, the filter screens it for you.
You can play around with variations of the filter configuration to generate
all kinds of filters!

• pull up your eMail (Outlook Express)
• goto "Tools"
• goto "Message Rules"
• goto "Mail..."
• if you had no previous Rules, you will be in the (New Mail Rule) dialog box
  1. select "where the To line contains people"
  2. select "Delete it"
  3. click on underlined value and edit it
     • type in your "email name@whatever.com"
     • click on "Add"
     • select "Options"
     • choose "Message does not contain the people below"
     • click "OK"
     • click "OK" again
  4. type in a name for your new rule if you like !
• click "OK"
• make sure the new rule is turned on (checked) and click "OK"

There you  are,  your own genuine Spam Filter
Not guaranteed to get every single one, but most of them!
This filtering works on the assumption that only the people you hand
out your actual eMail address to will be eMailing you.  Those who choose
to send out to everyone use generalized addresses and those are the
eMails these filters screen out.  
Your system will still see that you have new mail waiting for you on the
server, but as soon as you go to retrieve it, the filter checks the "to:" 
address and if it doesn't match your actual address, it deletes it!