You can check where it came from by looking at the 'Header' which is normally hidden.
Highlight the msg, right click, properties, details.
Will give you something like this:
Return-Path: <[email protected]>
Delivery-Date: Wed, 15 Jan 2003 09:38:10 +0000
Received: from ns0.interface-newmedia.com (actually host fw.interface-newmedia.com) by dswu82 with SMTP (XT-PP); Wed, 15 Jan 2003 09:38:05 +0000
Received: from 192.168.0.1 (paper [192.168.0.73])
by ns0.interface-newmedia.com (8.11.6/8.11.6) with ESMTP id h0F9cIW11178
for <????????>; Wed, 15 Jan 2003 09:38:18 GMT
Message-Id: <[email protected]>
Date: Wed, 15 Jan 2003 09:40:21 +0000
From: [email protected]
Subject: PC Advisor Registered User Subscription
The recived from line(s) tell you who actually sent it and any routing it may have gone through
You can ask your ISP/Mail server to trace if it's a problem