I cannot just mark this message with "report spam", since that will delete the whole thread. I wanted to save the whole thread for later reference, but at the same time I wanted to report this stupid email as spam. To do this, I discovered a work around which might work, if enough gmail users train their spam filter.
In this antispam UOL email, select the "More options" link (towards your right), then click on "Delete this message". The mail will still be there under the Trash label. Now go to the Trash, select this antispam UOL email, choose "Report as spam" under "More actions" menu. That's it.