When you set up your email client, (Outlook express, windows mail, thunderbird, etc..) one of the boxes you fill in is your email address. This comes out at the other end, as the reply to address. You can put any email address in here, and you can still send it through your normal email.
If you want to try it -
Setup a new email account using your email settings, but fill in the email address as
[email protected] or
[email protected], then send yourself an email. It will appear to come from one of the above people.
Spammers are using this technique, but with the email address off their spam list. There is more chance of it getting through, if it's not from a known spam domain. Eventually all domains will be on the anti-spam blacklist then nothing will get through.