Hello Jim,
We all know how annoying it is to find a bunch of spam e-mail in your inbox. Personally, I choose to host my domain's email with Google's Apps (good info:
http://www.adiwebs.com/how-to-host-your-domain-email-at-gmail/), as I feel they have the best *free* filtration mechanisms, and I've never had to reconfigure it at all. Nevertheless, are you on a Basic (linux) hosting plan? If so, then you'd be using either the cPanel, or LPCP, both of which offer ways to enable & configure "SpamAssassin" to be more aggressive or filter emails based on rules you set.
cPanel -
http://wiki.lunarpages.com/Anti_Spam_Configuration_in_cPanelLPCP -
http://wiki.lunarpages.com/Anti_Spam_Configuration_in_LPCPIf you get stuck or have any questions or concerns, you're always encouraged to contact our friendly Support Staff for assistance.