Same Internal Recipient AND Sender

Recently on both Exchange 5.5 and Exchange 2000 I have noticed spam coming in that is both appearing to be sent from and received from internal users, including my own e-mail address. For example, an e-mail comes in that looks like it was sent from myself to myself and it is obvious spam. How does this happen and how do you stop it from happening? Both types of servers have routing restrictions as outlined by Microsoft to prevent an open relaying.