The link "Google" just gave you should help with the problem...
HOWEVER
I am always hearing of this from all of my online friends as well as people at work. Everyone who has spamming problems have these two things in common: They visit chat rooms on a regular basis and play online games frequently.
The more time you spend in chat rooms and gaming boards, the more susceptible you are to companies collecting e-mail addresses/ID's for spam.
The only problem I have ever had with spam (and I've been online for 7 years) was last year when some jerk I busted for fraud on 360 signed me up under my e-mail address for all kinds of advertising spammers across the net.
Seriously, other than that, I have never had spam. I have both free Yahoo and free Google, too. I NEVER go to chat rooms or game boards. They are crawling with scammers, spammers, bots, bullies, stalkers, and hackers.
Instead of chat rooms, seek out people who IM. Instead of game rooms, download the games themselves.
If you just HAVE to have chat rooms and game boards, then you just HAVE to deal with spam.
Something to think about. ;)