No can do, sorry. Even if you could, there's no way the info "mark as spam" could sync up with your e-mail. Basically you're getting a copy of your e-mails from gmail on your bb. If spam slips through into your gmail inbox, you'll get it on your bb. Happens with me sometimes with my Yahoo e-mail. I just hit "delete on mailbox and handheld." If you're getting a lot of spam from a certain address or domain coming through, you can set up a filter in gmail to send it to your spam folder. Other than that, not much you can do about it unfortunately.
Apply spam filters through your email provider. (For example, if you use gmail, go to gmail and set filters for your spam and they will not make it to your blackberry)