The technique of supplying a false IP address is called "spoofing" in general, and is easy to accomplish for all kinds of traffic. E-mail messages in particular are easy to spoof because message headers can be constructed manually, and built to include any information the builder desires. This explains how some spam shows up not only addressed to you, but also apparently from you. You can block this kind of thing easily in a lot of e-mail packages such as Outlook or Eudora by blocking e-mail from yourself (but that means you'll need another internal mechanism to save your sent messages, so you can keep a record of legitimate e-mails that you do send).
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