Dump Outlook Express and use Mozilla Thunderbird.
It has Bayesian spam filtering built in. You teach it which messages are Spam and which are not, then in future it uses that data to determine whether each new message is Spam and puts in the Spam folder. The more you teach it, the more accurate it becomes. After 1 month usage, it now detects 99% of spam e-mails, with 2-3 wrongly detected as spam which were newsletters.
http://www.mozilla.org/mailnews/spam.html
http://en.wikipedia.org/wiki/Bayesian_filtering