Outlook Express email security issues !

I use IE 7 (elevated security settings) and Outlook Express, Windows XP Home Edition.

Please don't tell me to switch to other software.

In the past I received spam from a certain organization, with at the end of the header the number 127.something, a valid local host. The content of the email was a picture, with colors and all.

I don't receive non-spam email messages in html, I have configured it that way.

Today, I received several spam emails, the content being pictures !

Nothing that looked like a local host was at the end of the header.

Does anyone know how that's done ? I'm concerned about security, should I be ? I did scan for viruses and spyware, performing two full scans, nothing was found.

I didn't have a spam filter, but I do have one now !

Still, I'd like an answer to my questions.

 

! !