> Is it possible in PMail to log into the incoming mail server and delete spam before downloading all the messages?

There is the POP3 filtering that can be used to delete a message before downloading, however some part of the message must be downloaded for filter matching. 

If the tag you are looking for is in the headers then it will only download the headers. 

If you are checking body text then it will not help at all since you have to download the message anyway.

[quote user="e.marconi"]

[/quote]

Yes. More than one way to accomplish the same thing. Use File, Selective download to do it manually. Choice of actions.

You may also create and use pop3 download rules for automatic functions.