Finally some good advice from Microsoft. source
Spammers, in their constant search for valid e-mail addresses, use special software programs that rapidly submit millions of random e-mail addresses. For example, someone@microsoft.com, s_one@microsoft.com, some_one@microsoft.com, and so on—to a target mail server, such as Hotmail or MSN. Invalid e-mail accounts bounce e-mail back to the sender, so the software very rapidly records which e-mail addresses are "live" and which are not. (This is known as a dictionary attack.)
Don't reply to spam
Answering spam, even to "unsubscribe," just confirms that your e-mail address is valid and in use. Spammers often ignore your wish to remove your e-mail address and add it to a list of active e-mail addresses. They then send more spam or sell their list. So unless you're unsubscribing from a distribution list that you signed up for, or you know and trust the sender of the message, your best bet is to simply delete it.
Be cautious about revealing personal information
Once spammers have a "live" e-mail address, they draw on an arsenal of tactics to entice you to respond. Two of the most insidious are spoofing and the use of phisher sites.
Spammers trick (or spoof) the recipient into thinking an e-mail message is coming from a familiar person or organization. A phisher site take this a step further by creating a false Web page—a virtual sheep in wolf's clothing—that meticulously imitates the site of a legitimate company (right down to the logo and Web address). Spammers often use this to deceive users into providing credit card or bank account numbers, account password or other personal information.
So use caution when asked via e-mail to provide personal financial information through a Web page. Most legitimate companies will not ask for this information in an e-mail message. To make sure you're dealing with a legitimate business, look for a phone number (call it, too!) and a mailing address, review online shopping guidelines, and check for third-party seals of approval such as TRUSTe or BBBOnline.
Don't forward chain e-mail messages
If you're asked to add your signature to a long list for a cause, receive a warning about a virus, or if someone makes an offer that seems too good to be true, it might be a hoax. If you receive an e-mail that you think might be a hoax, don't pass it on.
Why? Because passing along chain e-mail messages may further a spam scam. Also, chain e-mail messages are forwarded by the people you send it to, so you lose control over who gets your e-mail address. Additionally, there are reports that spammers use hoaxes and chain letters to gather e-mail addresses—and may even be deliberately starting them for that purpose.
Check one of these sites to find out if a chain message you received is a hoax.
Don't buy
Spammers make their living (and a good one, too) on people's purchases of their offerings. (Go figure: if even a tiny percentage of a hundred million people buy something in response to an e-mail message, that's a lot!) So help put spammers out of business, and resist the temptation to buy their products.