If you read your mail using MS Outlook, then this is your lucky day! I've found that Techallica points to a Spam Bayes Outlook plugin, which sounds very interesting and useful. The plugin is open source, which translates to free, and it adapts to you, who could ever ask for more?

"Spam Bayes which uses the Bayesian method to determine whether an email is spam or not, calculates a probability of whether the data in the incoming mail matches a bunch of previously classified or marked data. In simple terms if you have a bunch of emails that you have already marked as spam and the incoming mail matches those emails, then the incoming mail is also marked as spam."

So, surf your way to the download site, and don't forget to read the setting up instructions!

This great tool works for Outlook versions from 2000, and for Windows versions from Win98. By the way, Spam Bayes also works with Eudora.