Frankie did you get some good rain this weekend?
Now back to topic.
It's a pain but the best way to get rid of your problem is change your e-mail address.
Then get a couple of the free web based e-mail accounts and use those for joining newsletters, forums, etc. Or for those you already belong to change your e-address to one of the free accounts you've created. Give your regular address to only to those you trust.
If you use Outlook Express you can go to "Tools" on the command bar at the top then "message rule" and "mail". But you won't be able to make enough rules to completely eliminate it. Never,never open, or try to unsubscribe. If you do you validate your address. Just delete it.
As far as third party software I can't help you. By doing the above I haven't needed to purchase anything else. Hope this helps