The spy can insert code in the mail that requests an invisible GIF image from the spy's server to be loaded when opening the email. This remote GIF image can be unique to a mass mailing or a specific email. If the image is unique to a specific email, the sender can also associate your IP address with your email address . Other things like webbugs and cookies are also be used in HTML email. Most important to understand is - it is not just spam and advertising email that sometimes gets bugged, some major companies use techniques similar to the one cited above.
Bugged email can also come from trusted people.
This can happen unintentionally when someone emails an interesting web page or article to you. Sometimes disconnecting is inconvenient and in this case, offline proves very useful. Then you can enable WebWasher's offline mode prior to reading your email. If it does, configure it to use WebWasher as the HTTP proxy.