While the legitimate junk mailers do exactly that, those who really abuse the system don't. In fact, when you reply to the e-mail asking to be removed you actually make your address more valuable to spammers. The next step is a bit more logical. For instance, EarthLink customers can use a filter called the Spamilator. Just keep in mind that no filter will eliminate junk e-mail.
Mailers are reasonably clever in a weasel-like way and enormously persistent.
If you really want to get serious about junk mail, you can find programs that further filter out junk mail. You might try one called Spam Killer. So use your free e-mail account for stuff like that. You'll find that most of your junk e-mail will come to that address. None of these steps will eliminate junk mail.