I have had reasonable success in reducing SPAM by doing the following:
1)Never click on the link. Often your e-mail address is included as a parameter to the link. Even just clicking on it could cause them to treat your address as someone who is curious.
2)Notify both the owner of the e-mail server from where the mail was sent and the owner of the server that the link goes to. Make sure you include the original message and paste the e-mail’s message header in as well.
Let them know that you will report them to the authorities and block their IP's from your networks if it continues.

I use McAfee Visual Trace to get the information about whose network the mail was sent from and whose network it would link you to.

Good luck,