I can recommend an excellent programme for deleting spam off the server before it even gets to your inbox.

It's called Mailwasher, and you can download the free version, which is good enough for just general emailing. It works with Outlook express.
I've been using this last couple of years with no problems.

Basically, all your email comes in, and you can check what you want to be deleted, and email that you know is legit. (ie, from family and friends, or dv) and the rest gets bounced back.

As for web based email, don't they all have filters? I know mine do, although occasionally i have to check my spam folders as legit emails occasionally end up there.