You need to determine if the unsolicited advertisement is being shown from
something in the message. If so then I would stop receiving the messages
unless they are truly necessary. Also, if it is being shown from the
message, then you probably have your security set so low that malicious
software can do very serious damage to you and your system. You need to undo
whatever you did that made things more convenient, because if might end up
being a huge pain.
Also, spyware is relatively not a serious concern. You need to have a good
antivirus program; otherwise your system is vulnerable as I said above. You
do not and should not use an antivirus program's email scanning feature but
a good AV program will protect you from truly malicious software.
If this is being done by your ISP, then they should have made it very clear
that they do it. Otherwise, if it is your ISP, I would not use them; they
would scare me since I don't know what else they would allow to happen to
your system.