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spam email

The Help inside Email says "once you have signed in to CoxMail, choose Options and then the Rules button to see these three different Spam filtering options."

I don't see any "Options" in  Where are the settings for spam?  

Marking emails as spam obviously doesn't work, I've been doing that for months, and my Spam folder is empty, and I keep getting the same spams over and over.  It's getting worse and worse.