You can add an address to your white-list or black-list by logging in to myCP, then clicking Email Admin, (your domain name), then Spam Settings. On the Spam Settings page, you will find links to the right of your domain name for "Required Hits" (which is used to adjust the sensitivity of spam filters: only change this if youre sure you know what youre doing), "White List" and "Black List".
Black Listing (Blocking):
To block an address, choose "Black List" and add just the domain name (you dont need to include the alias (ie "joe@"), just the "example.com" portion, since generally if a domain has one address on it being used for spam, it will have many more, and blocking a single email address is generally not effective), then click [Update Spam Setting] button at the bottom of the form and your changes will take effect immediately, blocking all mail from that address or domain.
White Listing (Permanent Allow):
To make sure that mail from a given address is always delivered and is not blocked or scanned for spam/viruses, choose the "White List" option and add the domain name and/or full email address that you would like to ensure receipt from then click the [Update Spam Setting] button at the bottom of the form and all future emails from that address or domain will be delievered normally.