There are a number of things you can do:

1. Have us filter your E-mail for SPAM. (NOTE: All E-mail is filterd through our system for SPAM as default unless you specifically ask us not to filter your E-mail)

2. Use an E-mail client that has good Anti-SPAM filters.

Microsoft Outlook 2003
Mail for Mac OS X
PocoMail - News Story

3. Setup your own filters using either our WebMail system or your E-mail client software.

AtlantisNet.com WebMail Once logged in, select "- Filters" in the "Options and Styles..." drop down menu. Click the "Add" button. Select the field you want the filter to be based on (subject, from, etc.). Select the "contains" radio button. Enter the phrase you want to filter. Click "Add Condition" button. Once the window refreshes, select the "Delete the message" radio button. Finally, click the "Finish" button.
Windows Tip: Outlook Rules Wizard
Filter Email in Outlook Express
Windows Tip: Stop Spam in Its Tracks

4. Use a distributed filter plugin for your E-mail client

Free Download of the Day: iHateSpam
MailWasher
SPAMnet
POPFile
Spam Inspector
Ella
SpamAssassin for Outlook
SpamKiller
Spambo - (Soon to be released!)

These organizations can be used to report SPAM:

Mail Abuse Prevention System LLC
SpamCop

Here are some additional articles about SPAM:

Spam FAQ
What to Do About Spam
Spam Update With David Kramer
Fight Spam
Spam Attack
The Trouble With Spam and What to Do About It
Companies taking desperate steps against spam
Spam Tracking Page
The Spam Problem: Moving Beyond RBLs