A workable solution better than the webmail option, I use mailwasher pro, there is a free version that will be OK for one email account, you can pre-vet your emails (not just for spam, but if you feel they are suspicious, have attachments, etc.) and those you don't want flag for deletion.
When you click process mail, the ones you (and it) flagged for deletion are deleted from the email server, it calls OE (or whatever email you use) and you download the remainder that you have vetted.