NB - Just because it looks like it comes from a Lycos address doesn't mean that is actually coming from a Lycos address. Addresses are
very easily faked and usually are by spammers.
I use this site to report spam:
https://www.spamcop.net/ However any spam reporting system is very limited in its effectiveness. It should show you whether the spam is actually from Lycos or not though. I think you may have to create an account in order to report spam using the site.