Your ultrapeers themselves are not necessarily the culprits, however sometimes people are directly connected to them. It's very difficult to know. Guessing is all. Go to View menu -> Show/Hide Connections. That shows the ultrapeers. If you select the one you've been connected to the longest & press Remove button, then LW will try to find another. However this might take a minute or two so your connection might suffer slightly. You can repeat this process. I would usually only offer this advice for those who were not getting any search results, not for those getting spam. Receiving spam is something everyone gets nowadays. So you do risk removing a good UP.

Probably more to the point would be recognising spam file sizes & blocking wma files from search results.

Tools -> Options ... erm ... not sure where the option is for updates warnings, but it is in there.