I agree with fader. If you e-mail them back, you'll just get more and more stuff. I work in the H.R. department of my company and I have dealt with people in the office getting porn spam. Usually at the bottom of the e-mail, it will say something like "If you don't wish to receive this e-mail, please click here". Under no circumstances should you do that. As fader said, it just tells them you have a valid e-mail address. The best solution is to just ignore it and delete it.
Unfortunately, e-mail scams and unwanted spam are just a by-product of computer usage. Even companies (like ours) with sophisticated spam filters are still dealing with it. The hackers and con-artists always seem to find a way to get around it.
GH