Tony, as tempting as it may be to vent your frustrations in a suitably worded reply, it's actually better not to . In fact doing so can actually be counter productive.
Firstly, the mere fact you respond authenticates your email address as being live and in use. Your then validated address is then added to yet more lists and passed/sold on to to still more spammers.
Secondly, spammers often use forged/fictitious 'From' addresses. Hence the reason that many replies get bounced back as you describe.
Many ISPs now provide inbuilt spam filters that, if correctly configured, will stop most spam ever reaching your email account in the first place. Otherwise spam protection software is available for the most popular email clients e.g. Outlook/Outlook Express, Thunderbird, Eudora etc - either in-built or as an add-on. There are literally dozens to choose from but Cloudmark is generally considered to be one of the best, although I prefer Mailwasherpro.