Application Popup spam mail?

[Steve Eclipse]

When I came into work this morning there was the following Popup Application
Window on the screen addressed to Administrator, with an event 26 in System
Log:

"Application popup: Messenger Service : Message from ZMZ to xxx.x.xx.xxx
(our e-mail server IP address) on 6/4/2002 12:03:18 PM

Hello ! Human Growth Hormone Therapy
Lose weight while building lean muscle mass and reversing the ravages of
aging all at once. Remarkable discoveries about Human ..........."

We ONLY use this server for e-mail, all user accounts besides those I have
set up are DISABLED.
All IE Explorer Security settings are set at the highest level, everything
disabled.
Running Exchange 2000 with SP2.
Also this message did not appear in the Administrators Outlook 2k mail box.

Does anyone know how this got in and what can be done to prevent it from
happening again?

STEVE