If you receive a "spam" message, you should report it (click on the "Report Post" icon in the upper right of the message dialog) so the mods will be notified of a user which needs to be banned. In some cases, they may be able to ban the originating IP address.
Additionally, you can add the "offending" users name to your "Ignore" list. Go to your "User CP" (control panel) and look at the third section on the left side of the page titled "Settings and Options". Click on the link for "Edit Ignore list". Type in the username into the dialog box (I just cut & paste) then click "Okay" button.
Here is my list so far:
daoodallsydn
kaczkajesu
kinkydingaling
ltharltonjess
ntmantrasnow