I personally wouldn't bother blocking senders and domains...the spammers are constantly changing their addresses and you may end up blocking a domain that you don't want to..
I would concentrate on creating an effective Spam filter within OE. I have found a great "walkthrough" for you
http://www.tiscali.co.uk/help/email/oe_filter.html.
Failing that, there are some great bits of software out there...some of which are shareware and even freeware.
Lastly - when I was receiving tons and tons of spam on my main account, I changed the name and NEVER gave it out publically. Then I created an account -
spam@pchelpforum.com I use this account to sign up for everything.