The advice about including yourself in your email address book is excellent. And, I agree it's frustrating that someone who knows you well would believe that you would send such stuff.
I have a yahoo acct that I use for only a single purpose - in conjunction w/ an online directory of Eastern & Oriental Catholic Churches of which I'm the webmaster/admin. Not long ago, I got an email from a name that I recognized, a woman who is the webmaster of an EC parish in the midwest.
I assumed that she was writing to provide me w/ updated info for the parish's directory entry and was a bit taken aback on opening it to find that the email was touting viagra. It only took me a second to conclude that her email acct had been hacked and I wrote to advise her immediately, but figured she likely already knew because the email was a couple days old when I saw it. Hearing back from her, I learned that I was the first to call it to her attention; on contacting friends to warn them, she was appalled to learn that others had received it and not advised her because they were embarrassed to ask her why she had done this (like your correspondents, they assumed stupidly that she actually authored it).
I can only conclude that, at such times, the shock factor just overwhelms some people's good sense.