Have to say I can't recommend Mailwasher enough. It checks the messages on your server and shows you the content without downloading to your computer. You can then delete from your mailbox or bounce it back as if you don't exist. Either way, I found this same message, toyed briefly with the idea of downloading it in OE but then used MW to delete it - looks like I chose wisely (for a change).
See
http://www.mailwasher.net
You can make a message look like it's come from someone else by changing your own email address under the tools menu