If you look at the source code for the mail, there probably is some hidden code, or maybe a a web bug - a 1x1 pixel image (probably white) stored on a server with a unique address. If you read the mail, the bug is "read" and your address is confirmed.
Sounds to me that whoever has got hold of your e-mail address has screwed up on teh mail spam run and duplicated it. Best to delete them all without opening