No, not forwarding or replying. Both of those actions confirm that your e-mail address exists. When spammers get that confirmation, then the shitstorm really starts. Right now, spammers just try random combinations of characters in hopes of hitting one that does work. There is software that does this for them. Sometimes, you will see a message on the bottom saying "to unsubscribe, click here". Unless you subscribed to that e-newsletter in the first place, never click on this link as that is another way to confirm that your address exists.

I'm not sure how to accomplish what Dayv is suggesting, but I'd be interested in finding out more.