I do the same thing and it does work. I used to get credit card offers, sometimes 2 and 3 a day. I put "remove from mailing list" and returned their crap in their envelopes. Why should we have to try to dispose of all of their junk mail. Think of all of the trees they are killing.
I never did that, but the credit card offers have gotten fewer over the years, I think with the current financial situation, companies are taking less chances on offering credit to random folks.
Bookmarks