This problem is caused by spammers using a forged email address pretending to be yours. Most spammers will not use a real return address because they will get their account closed very quickly.
That's why they will often use either faked addresses or real harvested addresses (almost every large domain will have a 'john@domain.com', very few will have 'ykk239@domain.com' , so spammers will use the high probability of the former, rather than the latter). They also use lists of valid email addresses (such as your own) just for the purpose of diverting bounced messages. If a message bounces, spammers don't want it coming back to their mailbox.
Thus, before you think that there is a problem with your mail server or that someone you know has sent you unsolicited email, you should make sure you know who really sent the email.
The solution for this problem is to set up a Sender Policy Framework (SPF) record in your DNS zone. SPF is an open standard specifying a technical method to prevent sender address forgery.