Oh I never reply to be removed. I'm forever advising my own community members not to do that.
Early last year I had a problem with one particular site that was sending me about 40 e-mails per day. In the end I got so fed up with it that I e-mailed them threatening legal action. I never recieved a single one after that. That site was UK based so thats why it probably worked. I wouldn't attempt that with a foriegn site.