If you're on a Windows Operating System (and most people are) you're probably using Outlook Express to read your POP email.
Thunderbird is a better alternative.
If I were to recommend Thunderbird for one and only one feature, it's the Junk Mail recognition inbuilt into it. Whenever you mark an email as junk or spam, Thunderbird learns and applies its learning to similar messages in the future, the same way spam filters in gmail and yahoo mail work.
What's more, Thunderbird will also warn you if an email is a possible phishing scam. I'll be posting more on phishing scams soon. If you can't wait, find out more about phishing here and here.