E-mail spam attack

Not sure if this is the right place to post this, but sure someone will have an answer........

 

For the past 3 weeks or so, my wife and I have been plagued with spam e-mail on our separate e-mail accounts, using Windows Live 2011 e-mail client

 

Have no idea where the attack originates, but the mails all take a very similar format, and are advertising supposed "services" from shopping, to banking, to PPI claims, and now even Asian brides!!!!!

 

Although I constantly add each one to my blocked sender, and blocked domain list, the format of the sender address only needs to change one small character to be able to attack again.

 

Obviously worried my security may be compromised, although I use fully paid AVG anti-virus, including e-mail scanner

 

Should AVG not be picking up this spam attack, or is there an easy solution to stop it?

 

Can post screen shots if required

 

Appreciate any help