You can't, really. MS has a seriously good filter system that
rejects spam and inappropriate material, and MS administrators
monitor the groups, and can cancel messages that violate their terms
of service, but only on their server farm. You'll notice that the
offending article is no longer available via news.microsoft.com
(though it's undoubtedly available to those who connect via
different news servers). You as a poster/reader have no cancel
authority on the servers, and therefore can't delete the message.
However, the nature of newsgroups is that anyone can post from
anywhere, and it's inevitable that *some* spam will squeak through
the filters. Personally, the best way to handle it in my opinion is
to mark it read and forget about it. A small escalation would be to
set a filter to delete messages with that topic, or from that poster
(my personal kill file is approaching 4000 entries). Since you're
using OE6 to read news, David McRitchie's OE page may be of interest:
http://www.mvps.org/dmcritchie/excel/oe6.htm
The worst thing to do, again in my opinion, is to waste your time
and others' by replying to it - spammers don't read the newsgroups.