Changing your password cannot change the kind of e-mails that you receive.
There are two things you can do:
Use whatever tools your e-mail provider may have available to report the e-mail as spam, or you can change your e-mail address.
For example, Comcast has two options that I know of: for people who access their e-mail with a web browser, there's a Spam button. For people like me who use a separate program (I use Outlook 2003), they have a special e-mail address to forward spam to - but it's for Comcast users only.