Receiving Email, Not sure from where?

Ok, not sure what’s going on here.  I’m receiving spam just like any other email user.  However I just realized something odd.  First let me tell you that I retrieve my email using Outlook Ver.2002 (Office XP).  Email is threw  My POP3 information is correct, and I have been using it for years.  My POP3 is set to leave a copy on the server, until I delete from deleted Items.  When ever I get spam I have been adding it to the spam filter provided by yahoo.  
My issue is this; when I receive the spam email, I then go to my inbox at yahoo to block it, and to my surprise the email is not there.  My other email is there that should be there, but not the random spam.  Does anyone know what’s going on here?  How am I getting this email if it’s not coming form yahoo?
Who is Participating?
It would be really difficult to know where the spams come from.. Basically it would have got spread in the internet..
it could be in any of the address books of your friend/relative/co-worker.. Whenver they go online , it automatically sends an email to people in your address book.. Does not matter whether yahoo or hotmail or aol..

The only thing you can do is put filter in your outlook or use Spam filters ( third party tool)

Always update your Anti-virus program with the latest virus definitions and keep checking for emails ..

The latest worm or spam is posing from PayPal...

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