No email program would or should have such a feature. Surely you don't mean
you do.
You really want every spammer's address in your Contacts?

If you want to add recipients to your Contacts Folder automatically, that
requires code or other workarounds:
http://www.outlookcode.com/d/code/autoaddrecip.htm
http://www.slipstick.com/contacts/addauto.htm