Is the Junk email filter enabled in Mail (Mail Preferences, Junk)?
If not, enable it. Have it move junk to the Junk folder.
When you get junk that is not filtered, mark it as Junk with the Junk button in the Toolbar. Mail may begin to learn that is junk.
If it can't learn that it is junk, and there is a way to identify the emails, you can add them to the Junk rules using the Advanced button in the Junk preferences in Mail.
Here's a few Tutorials: