To avoid being detected and filtered, spammers seek to send their emails from a distributed network of computers. Ideally, these computers are not even their own but those of unsuspecting users.
To build such a distributed network of spam zombies, spammers cooperate with virus authors who equip their worms with small programs that can send bulk emails.
Additionally, these spam sending engines will often scan the user's address book, web cache and files for email addresses. That's another chance for spammers to catch your address, and this one is particularly difficult to avoid.
The best anybody can do is keeping their email program updated and patched, being vary of any attachments they did not request and doing virus scans with a free, up to date scanner regularly.
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