Why it when I click on e-mails I no longer want and click on my "SPAM" on I?

continue to receive e-mail from them??? I "NEVER OPEN" any that I no longer wnt to get e-mails from. Is there any way you can "STOP THEM COMPLETLY?? Also I want to change my pword when I sign in how do I go about doing this? I recently called AT&T and they reset it for me but I am afraid my e-mails will be intersepted again?? Thank You, Paula East