Virus spam?

someone has been using our domain name to send messages such as “DETECTED Online User Violation” warning that my email account will be closed, etc., with an attached zip file (which of course I never open).

the email comes from “webmaster” or “administrator” (non-existent accounts on our domain).

is there any way to stop this kind of abuse? these have been coming at the rate of about 2 per day; sometimes it looks as if malicious code is in the body of the email itself, in addition to the zip file.

thanks for your help.