Dominique – it is a good rule to never use the “opt out” on any spam. The spammer just uses that to see if your email addy is a live one and then you get tons more spam.
As mentioned by aleph, you can use SpamCop’s free service at http://www.spamcop.net
It terminates a lot of spammers and at the very least it will make you feel better when you report the spammer to thier host etc. 