Thanks to programs like Magic Mail Monitor (also known as MMM3) you will be able to check if you have spam in the inbound mail tray to eliminate it before it reaches your mail client.
Thus, Magic Mail Monitor allows you to track accounts from almost any online mail service, like Yahoo!, Hotmail or Google, to name a few, what's more, if you have your own web server, it won't have any problem at all to work with it. Any inbound mail will be tracked by Magic Mail Monitor and you will receive a notification on your desktop.
The best thing about Magic Mail Monitor is that it allows you to configure the filters so that it automatically eliminates or moves aside a specific kind of mail. Thanks to this, after some time you will be able to make sure that you no longer receive any spam or emails from specific accounts.