Anti-spam Filters

Spam prevention on Exchange 2003

Dear Mr. Moderator, I have been given the task and full responsibliity to Mange my Excahnge Server 2003, but serving as an Administrator for Less than a month i notice receiving spams mail at in my own name eg. from:jhenry@mydomain.com to:jhenry@mydomain.com. I need your advise on how to resolve...