The receiving email server replies with a code indicating the success (or not) of delivering the message. If the message is blocked by one of my filters, a "fail" code is returned to the sender. In addition to the numeric code, I can attach a string. You may have seen "550 Unknown recipient ... Thankyou for contacting XYZ company, please check your contact's address ..." messages for a typo in the address. If I can (some servers allow me to specify the exact code), I return a "505" which is an ill defined return code -- indicating that I may not know what I'm doing. "550" is popular. In any case the leading "5" indicates that this is the end of the line for the message. My rejection message also returns a cryptic string that I can recognize if a legit message is rejected and the rejection is brought to my attention. The most important part is that it is a machine generated (not touched by a human, cannot be negotiated or social engineered) "dead end", that the sending server can report to its user.

If you have a commercial hosting account, you probably have access to eMail "Filters". "cPanel" is a popular host account management program. You may have access to the filters through cPanel or, if you use webmail, the filters may be accessible through that portal.

There are some commercial filters than can be enabled, often for an additional hosting fee. These services have "honey pots" scattered about that attempt to attract spam and catalog it. Any messages sent to you that match a catalog entry are discarded. (For example: IP address x.x.x.x is spewing spam or Trojans today -- block any mail from this address)

Email messages have two main parts: Header and Body. Body is the text that you want to read and the Header is made up of lines used by and added by the various servers that touched the message. "To", "From" and "Subject" would be the most obvious and important entries for the recipient. Your received message has been through a gaggle of servers until it arrives at the delivering server. The delivering server would be your mail account hosting server. It is customary that a server add a line(s) to the top of the header, indicating that it has touched the message, along with a time stamp and probably some IP address information. The rules for these messages are lax. It's a giggle to me that some of the worst spam has Header messages indicating that this message has been blessed by anti-spam program XXYZ. Servers can also remove Header lines. The most trustworthy line is the top line that has been added by your own delivery server. The others can  easily be faked.

I don't use commercial filters, I'm too cheap. While building my filters, I'll pick through a few headers for messages that slipped through -- looking for features that I can recognize in a filter. This could be a keyword in the subject line ("Dr Oz", "Oprah", etc.), a domain ("*.ru"), or IP address. In a few cases I think that a gang of spammers are using the same software because I'll notice a characteristic string in their headers. This could be part of a quality control scheme that would allow them to identify the list that they can edit to remove my address because of the bounce.