(2-part post):
Henry has posted that reply many times before but, although I'm a great fan of Firefox, there's absolutely nothing it can do to get rid of spam.
Firstly, if you're 'ticking little boxes' it suggests that you're using web-based mail rather than getting your mail through an email client such as Outlook Express. Web-based mail is always 'second best' to using a proper client application. (It's only real advantage is that it can be accessed from any PC, so it's useful if you want to get your mail away from home).
So switch to using Outlook Express (or Outlook, or any other email client). Assuming that your email account is with your ISP, instructions on how to set up Outlook Express should be on their web pages. (If you can't find the information, or need help, just post again telling us who provides your email service).
Switching to Outlook Express won't, in itself, get rid of spam. But it does enable you to use an additional (free) program, which prevent most spam from being downloaded to your PC. This is it:
http://www.mailwasher.net/
To return, for a moment, to your original question:
Most web-based mail services have a 'select all' button. Click that and a tick will appear in every box. Then you can 'de-select' mail that you want to keep by clicking on the relevant boxes to remove the ticks.