Not unless your router firmware supports this. IF you have .Mac, GMAIL, etc., you could always go to the webmail and set certain email accounts up from there to be blocked, and then mail.app will not download them from the server. This is what I found to be easiest, though GMAIL lacks support for wildcards. This means that if you keep receiving mail from abc@ads.com and efg@ads.com, you cannot do this: BLOCK ALL EMAIL FROM *@ads.com. You CAN do this through mail.app itself.
Usually emails coming from the same @xyz.com include several words or subject lines that are the same in all emails, so you can add those to the filters in both GMAIL's webmail and .Mac's webmail to make them spam/junk.