Procmail is a program which can be used to filter your incoming mail. To use it, you create a file called .procmailrc in your home directory, as described in the procmail, procmailex and procmailrc man pages. (You don't need to create a .forward file to invoke procmail, as procmail is used as our local delivery agent.)
But be warned that you can easily create a .procmailrc file which will ERASE ALL OF YOUR EMAIL. Be very careful. It's a wonderful program, but use it at your own risk.