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you can install a spam software into your mta and then checkout the headers in your own client (many clients do support filtering based on message filters) to block spam. this is available for *nix mtas as far as i know.
try it here: spamassassin [spamassassin.org]
I had my wife set up on OE and was able to dramatically reduce the amount of spam she saw. For business reasons, I had to switch her to Outlook, and now she complains all the time about the volume of spam - so I guess those filters were really working.
Mailwasher really does work well once you get your friends list set up. It is a little clumsy during the day (using two programs to check mail :() but great for first thing in the morning checking where most of what has come in overnight is spam. Since it now checks Hotmail boxes I use it a lot more - most of my spam comes to my Hotmail account, and deleting it through Mailwasher is much easier than through Hotmail's interface.