It is possible to get rid of the non addressed junk that is delivered by various companies, including Royal Mail.
Email your name and address to email@example.com, and they will send you a pre-printed form for you to sign and return - Freepost! For more information, read the Royal Mail's guide: How do I opt out of receiving any leaflets or unaddressed promotional material?.
Visit the Mailing Preference Service for information about stopping other unwanted communications. It's a really quick online process to opt-out of unsolicited mail, and just requires an email confirmation at the end.