Are you using Outlook Express, or the in-browser method?
For in-browser...
Log into your account, and then click the Options tab. Under the "Mail Handling" column, you have several once you can filter/block/manage incoming messages.
Also, under the Inbox tag, you can check the box next to each message, and then click "Block" at the top, or view the message and click "Block" at the top.
For Outlook Express...
Select and/or double-click the message you want to block, and from the Message menu, select "Block Sender...".