Just as you can specify how your own name looks on outgoing mail... that is one way they may be fooling you into thinking the email is coming from your own email address.
Also, just as you can choose a different reply-to address, so can they, which is probably why when you hit reply it will attempt to send to your own email address.
The best thing to do is to make sure your email client is displaying FULL HEADERS and learn how to read them.
For instance, if you look at the [x-originating IP] that should be the real IP address the mail is coming from (unless they have spoofed this, which is very hard to do)...
Once you have the [X-Originating IP] I suggest you copy and paste that IP into a program or website like SamSpade (www.samspade.ORG) ... do a "Whois" search and you will then see the domain information for that IP (this will usually include address, phone, email for technical and administrative contacts as well as where to report abuse).
The domain info you get through the "whois" will usually have an abuse@xxx.com to report abuse, if not you can try sending to one of the other listed contacts. ***This might be your culprit...
I would suggest you then forward these emails to spam@uce.gov, as well as to the abuse@ of their ISP.
You can also look for other IPs in the email headers as the email may go thru other ISPs that you can report the abuse to... this also might reveal the actual email address of the culprit.
Good luck.