Outlook Express is the most commonly used email program, and is therefore targeted by virus writers. The first step is to set it to Restricted Zone as described on the main page.
You can also use Mail Rules to filter received emails or delete them automatically.
Mail Rules
You need to decide what is the defining characteristic of the emails you want to filter. They might be from the same person or have the same word in the Subject. If you want to keep email from the same person in a separate folder then you need to create the folder first. Click once on Local Folders then click on File, New and Folder.
Type in the name for the folder and press OK. You can now drag emails to this folder or set up an email rule as follows.
With Outlook Expres running, click on Tools, put your mouse over Message Rules then click on Mail when the additional list pops out.
Click on the button labelled New... and you should see a new window.
In section 1 click on the box next to the method by which you are going to pick the emails out.
In section 2 click on what to do with the emails, don't forget to scroll down and see the other options. For unwanted emails you can either delete it, which puts it into your Deleted box, or Delete on server, which means it never reaches your computer.
Section 3 should now contain a sentence describing what you want to do with certain items in blue and underlined. Click on these and enter the details requested. For example, to filter emails from a friend, click on Where the From line contains people and in section 2 click on move it to the specified folder. You should then see this:-
Click on contains people to show this window.
Follow the instructions and enter the name or part name then click on Add. You can select multiple names by repeating this process. Click OK when you have finished.
Now click on the specified folder link to show this window.
This will usually select a suitable folder but if not then click on the one you want to use then click on OK. The folder must exist before hand of course, see above to create a folder.
Finally edit the Name of the Rule in box 4 to something meaningful. Then click on OK. You should then see your Mail Rules window like this.
From here you can either repeat the process and add more Mail Rules or click on OK to return to Outlook. When you Send/Recv your emails will be filtered according to your rules.