If you have enabled the Antispam protection on your hosting account using the second method ( mark SPAM messages with ***SPAM*** in the subject ), you should create a filter on your mail client in order to automatically discard SPAM messages.
In this guide we explain how to create a message filter on Thunderbird.
How to create a filter
1 - Create a new folder
You will have to create a new folder to store all the SPAM. To create a new folder right click on the name of your configured email account and choose New folder.
Now give the folder a descriptive name, we have used Spam name on this example. Don't use Junk as name, as it has some issues with that name.
Verify that the folder has been created, as you see on the image:
2 - Open Message Filters tools
Choose Message Filters on Tools menu.
3 - Add new filter
Click New... button to create a new filter.
4 - Configure the Rule
Write Spam filter or similar as Filter name, then fill the different options as you see in the following image, then click on OK button.
5 - It's done!
You will see the new filter on the Message Filters listing. Just verify that it's enabled.