There are a few of things you may like to consider:
1. If possible, and assuming that you have "POP3" access to your mailbox, use something like MailWasher on your PC to weed out all the spam and clear it from the server in one go. If you search this site for MailWasher you'll find plenty of good advice on its usage.
2. I use Horde myself, it may be possible for you to enable something called SpamAssassin, it will perform a similar job to MailWasher, but on the server where your e-mail is stored. You can then browse the spam e-mail or clear it out in one button press. However, you would need to find out from your web host if you have access to SpamAssassin.
3. Lastly, if you go into the Mail options (Mailbox and Folder Display Options) you can set the number of messages Horde will display - I think the default is 20. I have mine set at 100. The more messages you display in one go, the slower the page will be to render, so perhaps try a couple of numbers before settling on one.
HTH