In most cases this issue is caused by E-mail spoofing. E-mail spoofing is a term used to describe fraudulent email activity in which the sender address and other parts of the email header are altered to appear as though the email originated from a different source. E-mail spoofing is a technique commonly used for spam e-mail and phishing to hide the origin of an e-mail message. By changing certain properties of the e-mail, such as the From, Return-Path and Reply-To fields (which can be found in the message header), ill-intentioned users can make the e-mail appear to be from someone other than the actual sender. It is often associated with website spoofing which mimics an actual, well-known website but are run by another party either with fraudulent intentions or as a means of criticism of the organization’s activities. The result is that, although the e-mail appears to come from the email indicated in the “From” field (found in the email headers) it actually comes from another e-mail address, probably the same one indicated in the “Reply To” field; if the initial e-mail is replied to, the delivery will be sent to the “Reply To” e-mail, that is, to the spammer’s email.In 90% of cases you have nothing to worry about.
For more actions on how to prevent this, please read this FAQ entry.