your son is right... Clicking the "remove" link only acknowledges the fact that they have found an active account. Unfortuanatly, since you have done this you will find that you have lots more junk mail coming your way. There's not a lot you can do as far as avoiding it.
Open up a new account at a web based server (hotmail/yahoo), and always use that address when filling in forms. Only use your 'real' e-mail address for friends and family. Since you already get lots of SPAM, you might want to call your ISP for a new e-mail address.
How do SPAMERS get your e-mail address?:
When you buy something and give your address out.
When you post your address in chat rooms or bbs.
When your friends forward emails or use the CC option, and they get that email.
The most common way is when you fill out a form and register for a page, the owner of the page sells the addresses, and boom, you're on the list.
My hotmail account is overflowing with SPAM, but my Outlook Express (ISP mail) gets NONE, because only my friends and family have that address.
Hope that helps!