Do not bounce spam. The senders are not usually the spammers and it just increases traffic on an already clogged internet. Surely deleting is not too onerous a task in the year 2004? Bouncing also shows that your address is in use ;-))
always having to mark new spam as unwanted, Ihave been trying this new free (for now anyway) sevice click here from filterspam. It involves a couple of relatively minor changes to your email settings in outlook/outlook express but so far it has done an excellent job for me.