This does not mean that your email account was compromised. It means that the sender has fooled the mail client into believing the email originated from a different address.
This is usually done for malicious reasons, either to distribute unsolicited email or to distribute email viruses. Unfortunately, there is no real way to prevent spoofing from occurring. If you receive an email that has questionable content, it is recommended to delete the email message or use an antivirus program to scan the message before opening it.
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