as i just mentioned, spam is everywhere. guess what: it's not going anywhere. even if they re-invent the internet in such a way that it's impossible to remain anonymous, people will just start paying money to spam. in other words, it may become legal to do it a certain way, but it's certainly not going to disappear in my personal opinion. people have been complaining about spam for the longest time and everyone seems to have an opinion.
as far as e-mail is concerned, you can utilize some pretty useful filters to weed out junk e-mails for you (check with your web host or isp) or if you want to take the extreme approach, you can create a "white list" where only people on the list can e-mail you, but seriously who does that? what you really need is an aol filter.
microsoft uses an e-mail program called "outlook express." e-mail is sent via the smtp (simple mail transfer protocol), and you usually get the smtp setup information from your host or isp. e-mail is received (or downloaded) via pop3 (post office protocol) and/or imap (internet message access protocol).
another protocol is nntp, which allows you to join news groups in outlook. for example, type news:alt.2600 in your browser to join the 2600 news group. you can view messages just like e-mail.
every e-mail system is different, but in outlook you can view the properties of an e-mail to see the "header" information, which more or less allows you to trace its path or see where it came from. you can mask an e-mail simply by creating a fake "reply-to" address or it can be done programmatically, which we haven't gotten into yet. most of the time when a person wishes to remain completely anonymous when sending e-mail, they do it from a compromised system (a server they cracked). therefore, even when tracing an e-mail you can't really trace an e-mail; it's the same with any form of attack. replying to spam is a big mistake; it just lets them know you're alive.
if you ever want to mess with someone just subscribe their e-mail to a bunch of random/pornographic newsletters. outlook also lets you apply "rules" to incoming messages, by going to tools > message rules > mail. essentially, you could set up a rule on someone's account to have a copy of every one of their e-mails forwarded to your secret address. just give it a clever name to make it look like it's a backup safety precaution or something.
visit gnupg.org for info on sending encrypted e-mails, to help pervent snooping.
if you receive an e-mail that's not from someone you know, it contains attachments, it doesn't make much sense, or even if it's a chain-letter saying you will save the lives of innocent children by forwarding it on, just delete it. on the other hand spam can make you feel quite loved, if you're a really lonely person.