Mail Preference Service Online.
The Mailing Preference Service (MPS) is a free service set up 20 years ago and funded by the direct mail industry to enable consumers to have their names and home addresses in the UK removed from or added to lists used by the industry. It is actively supported by the Royal Mail and all directly involved trade associations and fully supported by The Information Commissioners Office.
The Post Office have an excellent page of advice and links on SCAM MAIL
If you still receive unsolicited mailings despite your registration with the Mailing Preference Service you can use their complaint handling service.