As Jamies says, an infected machine may well spoof the sending email address to look like it came from elsewhere (ie, Shazz's email address) rather than trying to invent a "from" email address. They're quite clever in that they can do this by monitoring all network traffic (web, email, newsgroups, etc) and "pick out" anything that looks like an email address.
You can trace back through the headers of the email as this provides a path of where the email has come from. However, there are other tricks such as inverting false headers to make it look like it came from elsewhere too!
The rule of thumb is that if you don't know who the email is from, delete it without opening it. If you do know who it's from, proceed with caution and never open attachments until they've been virus scanned - even people you know may get infected and be unknowingly sending you infected files too.
The main problem I get is loads of "bounce" messages from companies that block infected emails but send an email to the sender (the "from" email address) to tell them it has been blocked. The only problem is when you get a spammer or a virus that uses one of your email addresses or one of your domains as the From address, so you end up with hundreds of bounce messages! Luckily my ISP has introduced a new service to block these messages, so they've almost stopped now ... I was getting hundreds a day at one point!
So, get yourself an Anti-Virus program (even a free one off the internet like
http://www.grisoft.com/ will do) and make sure you've got all the latest patches on your machine by going to Windows Update (
http://windowsupdate.microsoft.com/ ) and you should be pretty safe against getting infected. If you're really paranoid, make sure you run a Advert blocker ( like
AdAware or
SpyBot ) and get yourself a personal firewall installed like
ZoneAlarm.
All of the above software is free, and often rated as the best, so there is no excuse for getting infected!