There is little you can do directly. Once you enter a spam list somehow, it's impossible to get out of it and anyone with access to that will be free to send as many emails as they please. Once you receive it, just delete as soon as possible, opening it might be dangerous too (if not directly, it may provide feedback to the spammer). Other than marking it as spam in your email client, just delete and forget about it, that's all you can do.
Antiviruses, as suggested, are of little value. For one they don't prevent spam at all (since it's sent from another system). What they are "good" for is to scan already delivered spam for some malicious payload, just in case you run it in accident. They might also be useful to clean your system if a bot was installed in your own computer, that prevents you from sending spam yourself without knowing, but don't stops others from spamming you.
Cookies have nothing to do at all with spam. They're just small pieces of text dropped on your browser by websites, frequently used to save site preferences, keep you logged into some site, or at worst to identify and track you. Some can be used maliciously, granted, but again, they're completely unrelated, and having or deleting them won't give more or less spam.
All spam is sent by bots, there is little to no human interaction there. Once your address enters some spammer database by any means, you're toast
, plain and simple. He'll spam you as long as he wants to. The only "protection" is the anti-spam filter present in some clients and webmail servers, that'll identify and send it, hopefully, to junk. They have their drawbacks too.
Ultimately, you'll have to accept that spam is an inevitable part of internet. You can filter it, but more will come. Just be careful where and who has access to your email address and with some luck you won't enter a spam list. If the situation becomes unmanageable, the only way out of the mess it to close the email account and open another new one.
