I found that installing a good filter such as Spam Assassin in my email program, in addition to my university’s filter, does help significantly. It didn’t take the filter very long to learn that mails, e.g., by Carson Willis should go directly to the Spam folder.
What I found disturbing, however, is that according to our system administrator, about 97% of all emails reaching the university are sorted out immediately. In this respect, junk mail is really an incredible waste of ressources.