A good analogy of what is happening is a written letter that is addressed to you on the envelope (so the mailman delivers it to your box), but the letter is addressed to someone else. Your mail server takes the letter out of the envelope and puts it in your account. Your email address may not be visable in the To: field but is listed in the Headers of the message.
The SMTP envelope of the message will always contain the actual recipient address and you can view this from the SMTP logs or the Server monitor.
The To: header is sent during the DATA command of the SMTP session and is viewed by the email reader when the message is opened.
We recommend enabling Instant AntiSpam (Security button) and DNSBL using bl.spamcop.net (Delivery button).