First, write to:
Direct Marketing Association
11 W 42 St
NY NY 10036
and tell them you don't want to receive junk mail.
Second, and more importantly, whenever you get unwanted mail, write the company that sent it and tell them to take you off their mailing list.
Third, when you put your name on a mailing list that you want to be on, give them a slightly misspelled version of your name AND tell them not to give your information out to others. You should keep a list of who you gave what name to, so you can spot violators and hound them. These steps especially apply when registering software.
Rest assured, these steps absolutely work. I get very little junk mail.
Another thing going for me is I don't have credit cards or have credit ratings, thus, they don't have info on me to give out. Credit card and credit rating agencies often have a huge volume of detailed data on individuals. Marketers covet such information, asking the credit companies for a list of people that bought this widget or the other in the past year, then the marketers then send solicitations to everyone on the list. Such moves, if I recall correctly, are called "preapproved solicitations," or something like that.
These credit related companies are likely to respect your request to not be listed. Here's a list of credit bureaus:
Also, do check out Chris Hibbert's excellent Junk Mail FAQ
This page is hosted by Daniel Convissor
Home Page: http://www.panix.com/~danielc/
This URL: http://www.panix.com/~danielc/usa/junkmail.htm
Last updated: 4 April 1999