“Spam”, or unsolicited bulk e-mail, is something you are probably already familiar with (and tired of). If you get a spammed advertisement, certainly don’t take the sender up on whatever offer they are making, but also don’t bother replying with “REMOVE” in the subject line, or whatever (probably bogus) unsubscribe instructions you’ve been given). This simply confirms that your address is being read by a real person, and you’ll find yourself on dozens more spammers’ lists in no time.
If you open the message, watch your outgoing mail queue to make sure that a “return receipt” message was not generated to be sent back to the spammer automatically. (It is best to queue your mail and send manually, rather than send immediately, so that you can see what’s about to go out before it’s actually sent. You should also turn off your mailer’s automatic honoring of return receipt requests, if any.) If you have a good Internet service provider, you may be able to forward copies of spam e-mail to the system administrators who can route a complaint to the ISP of the spammer (or if you know a lot about mail headers and DNS tools, you can probably contact these ISPs yourself to complain about the spammer.) If you are getting spammed a lot, there are a variety of filters and anti-spam services available.