Be careful when trying to get removed from SPAM lists. Clicking on remove links or replying to get removed can actually increase the level of SPAM that you receive.
SPAMmers get addresses from websites, unsecure mail servers, captured from address books by viruses, etc. They send out millions of pieces of SPAM not knowing what addresses are good and not caring. They know that some percentage will get through. When you reply to a SPAMmer, you are confirming that they have a valid address, that they got through your SPAM filter, and that you read your SPAM. Your address just increased in value and made it to the top of the SPAM list and will be sold at a higher value to other SPAMmers.
If you opted into a mailing list from a legitimate source, you will be able to opt out, otherwise, just hit the delete key. Use a junk E-mail address as opposed to your main one when signing up for things on the web, that way you can delete the address and start over if the SPAM gets too bad and keep your "real" address for friends, family, business, etc. There are plenty of free mail providers that you can use; Gmail, Hotmail, Yahoo, etc.