If you get a message like this you can 1) click on "junk" at the top of the message list to send it to the junk folder (or report it as a phishing scam or 2) click the box next to the message to highlight it, right-click on the message's subject line and from the pop-up menu select "create rule." You will find that the default rule showing is to treat the message as spam and delete it, but you can select from other options in the dropdown menu you find there.
Alternatively, you can click on the gear icon (top right) and select 'manage rules' and set up a delete rule manually.
Edit: I just found out you can also right-click on the sender's address in the 'from ' field and select (at the bottom of the pop-up menu) "for this sender." Then scroll down and choose 'delete' or whatever you wish.