It's a fairly regular trick by spammers.
They can forge any address they like in the "from" box. So can you - if your mailer allows more than one "account", then you can create one as
[email protected] and send messages from it.
They use your own address when spamming you so that, if you report them via Spamcop, they will know who reported them. The "recipient" address is concealed, but the "from" address is (or was, last time I checked) included in the report.
I'm not sure if they do it so that they can remove you from their spam lists, or so that they can send the boys round. I suspect it's the former, on the basis my "personal" e-mail address gets less and less spam: I report everything it gets via Spamcop. My "official" ones are filtered, but I don't report. They are getting more and more spam.
I prefer Spamcop since it means a complaint goes to the ISP of the spammer. If it's in China, Brazil, Taiwan, etc it's not likely much will happen. Some ISPs do respond that they've closed down the account - not that the spammer won't open an account with a new ISP, but it does at least cause them some pain.