Still, we need to know what email program you're using to read the mail. Presumeably the email servers own spam filters, if they exist, are set only by the owners of that hosting company so you need to tell us what program you're using.

Is it a webmail based interface?... are you using your browser? If so it may be a bit more difficult to figure out how to set up a filter if it isn't a commonly used GUI(interface to access the email).