When you receive spam from your own domain name, there's very little you can do to fix this. The is called email spoofing. The spammer fake their email address as your address and send you the mails.
The only thing you can do is to
1) Setup a SPF record for your domain name. You can do this in your control panel -> DNS Manager. We've given SPF examples there.
2) Tighten the spam filter, but that might block some of your legit emails as well. To tighten your spam settings, please login to your webmail as 'Postmaster@yourdomain.com' and go to the Security Setting.
Here's some more information from google about email spoofing. GMail have the same issues, and no one can really fix this problem at this time. https://support.google.com/mail/answer/50200?hl=en
If you need more help, please contact support.