I have seen a discussion of about a year ago on the forum that not much can be done about receiving spam e-mails. Is this situation still the same?

What I experience at present is that I receive about 30-40 mails a day trying to either sell me viagra and enlargement pills(?). My website host tells me that they(spammers) have found my e-mail address and go directly to my address and not via his server. According to him his servers can only stop spam when mail is sent via my website.

My private e-mail is at mweb and I hardly ever receive any spam in my inbox.

Can someone please explain this to me in such a language that I can understand this problem.