I had the same problem with a young lady who turned out to be a scammer. If
you have Windows Live Messenger and the people bothering you are in your
contact list, you can right click on their name and there is a "block
contact" option. Make sure that their information it the contact card is
filled out as much as possible so as to block them in all aspects. Hope
this was helpful.
In what email program? If it's Windows Mail and they repeatedly use
the same return address, open a message from them, then click on
Message, then Create Rule From Message, then the box before
Delete it, then OK. You may see more mail from them that you have
already downloaded, but any messages they send in the future will
be deleted as they come in.
If they keep changing their return address, as many spammers do,
you'll need a more complicated rule instead.