I’ve heard of such a tool on UNIX systems - LART, I believe it’s called (for origin of the term ‘LART’: http://info.astrian.net/jargon/terms/l/LART.html)
It’d be great if there were some tool, perhaps a plug-in for Outlook Express or regular Outlook, that would generate a spam complaint based on an incoming message. It would have to scan the headers heuristically to determine the true origin of the message, then perform a DNS lookup to get the domain. It would then create an e-mail to abuse@<spammerdomain> with a canned message complaining to the abuse desk; it would be up to you to click “send” if you think it got it right.
If there’s no such tool out there, I’m sick enough of spam to write one myself!