junk mail in my paid email program. what can I do about it.

I'm not sure if I'm posting this in the right place, not sure where to post it. I of course have a email addy through my monthly fee of internet service as we all do. But I've been receiving emails junk, some of it I wouldn't want my kids to get into, advertising, things to buy, etc. I've tried to block them all, and block the exact phrases that are in the subject line, and low and behold, when I do that, And the next time I got an email coming in with the exact same subject, it won't down load it from myserver, but it won't down load any of my mail. It's so aggrivating to get all this [deleted] in my paid email service and I don't know what to do about it. I got 38 messages and they were all advertising the same thing. from diff people. How the heck can I block all that,

I can expect that from a hotmail account. but my paid internet email program., it's so aggrevating, sorry, about this yall, I just don't know what to do. and I want it to stop. I have outlook express, and when I get that email I don't want, I goto create a rule from message, and click on where the subject line contains specific words and then go to the next box and type in the exact phrase of the subject of the unwanted email, then I click on don't down load from the server, should I just click on delete it from server and see if that helps.