I'd add a filter to look for your address in the Cc header as well.
>filter name: z
>search for: @
>in To:
>send to folder/newsgroup: junk
>(this last will be changed to delete as soon as I'm sure it's working
>right)
If I were you, I'd change it to go to a psuedo-newsgroup mail.junk instead.
That way you have a way to get the messages if you really find you need to,
but don't need to go out of your way to delete them. (Even if you are an
"expire -r" person you could add an "expire -o mail.junk" to an expire
batch file.)