If you want to change an e-mail address that was provided to you by your ISP, you'd have to contact them, like fjohn said. Some ISP's allow you to have more than one e-mail address per account for free, some charge you for it or don't allow it at all.
After you've gotten a different e-mail address you have to change the settings in Outlook Express, so that the program "knows" that it has to go get the mail some place else. I know how to do that, but since I'm using a Dutch version of the program I don't think my explanation would make much sense. I don't know how the menu names are translated in English.

By the way, if your ISP charges you too much for a different e-mail address, you could always consider taking a hotmail address. It works with Outlook Express, although I don't know if the spam will stay away for long...