I do not know who would have sent the message to me and it may indeed have been spam. What puzzles me is why she received a reply to a message that she did not send. She had sent a routine message (harmless, and nothing to do with insurance) at 12:08 and I received it, then she received this bounce. Can the Plusnet spam filter be getting out of sync?
It looks like what happened here is that a spammer tried to send a message to you forging your friend's name and email as sender. Had it got through you might have been tempted to trust it because you knew the (apparent) sender.
However the message was rejected as spam so the delivering server passed it to the apparent sender - your friend. I'm assuming that the delivering server at messagelabs.com is an intermediary and not the original sending server which should have passed it back to the real sender..