Actually they are answering your question. Your e-mail address is sold as part of a list to other parties when you give it out to web sites and such. The spammers just have bulk mailers that e-mail to everyone on those lists or to certain parties byusing filters. It really isn't any more complicated than that.
There are also other tricks they use to mask their source and to send mail via a different domain than their own to cover their tracks.
If your filters are not doing the trick, your only other option would be to buy some sort of blocking software. Those use much better filtering techniques than the ones built into the typical e-mail programs.
Nobody wants to give up an e-mail account, but if your problem is as bad as you say, that may end up being your only good option.
A few tips:
1. If you use AOL, live with it. They are notorious for being the best source of e-mail addresses for spammers. There isn't much you can do about it except dump them (I would anyway).
2. NEVER, NEVER, NEVER give out your primary e-mail address to web sites or anyone else who is not a friend or associate. Create a free hotmail account for that and let it collect all that spam. Go there and just purge it every couple of weeks sothey don't deactivate your account though. This may not eliminate all of it, but it drastically reduces the problem. Of course, this only works well on a new account. You'll continue to get spam for a long time on an existing account that is alreadywell known out there on the mailing lists. Nothing much you can do about that.
3. Never ever respond to a spam e-mail even if they are offering to take you off their mailing list. This just tells the spammer he has hit a valid address and guarantees that you will get more spam. They have ABSOLUTELY NO INTEREST in removing you from their list. Quite the opposite. It's just a ploy to get you to respond.