Question about Outlook Express

I keep recieving the same email message from an unknown source...I block the message (that goes to my junk mail, thank God, because it's vulgar!), but it keeps coming back because it has a different return address each time!  When I try to reply to tell whoever this is that I'm not the person they are writing too, (obviously she thinks she's writing to a man), I get the "undeliverable message". So I have no choice but to keep blocking the sender, yet I keep getting the message with a new return address. I have recieved 4 so far...Please tell me what to do. How do I prevent this from happening in the future?