You display a banner on your Web site that brings up an ad from other banner exchange members every time someone visits your site. For every two people that visit your Web site, your own banner will appear once on another member's site. Some banner exchange programs cater to certain types of businesses or demographic markets, and some will design a banner for you gratis. This information automatically appears in every e-mail message you send out, so the visibility potential is great, especially if you participate in online discussion groups. Just be sure not to make the sig too long 'four lines is considered the maximum'.
Spammers use special software to 'harvest' random e-mail addresses from the Internet.
The software follows links from page to page, recording every e-mail address it encounters. That's how the bulk e-mail company found you, and that's how they compiled the list they're trying to sell you. You send your ad to ABC Bulk. Now, even if you don't know it, ABC Bulk knows that spam elicits an angry response from a good percentage of the recipients, so of course they want to hide the origin of the mail. To do this, they forge a fake return address into the header.