One of the ways they are picking it up is because it is in the
properties of your newsgroup posts and they use automated bots to
scan the properties of these posts to harvest e-mail addresses.
To change your properties, in the folders list in Outlook Express,
right click the server, select properties and use a munged address
for your e-mail; note for example mine, user@#notme.com.
It will take a few weeks for this to wash through the system
depending upon the number of posts you already have in newsgroups but
it should taper off. You might also want to look into a product
called "Mailwasher,"
www.mailwasher.net. They used to have a free
version, they also have a more robust paid version as well which
comes in handy if you have more than one e-mail account as it
supports multiple accounts as well as Hotmail and some other web
based type accounts.
When asked for an e-mail address at websites, for example if you are
making a purchase, get a web based e-mail account as those are
flooded with spam anyway and use that for such public purposes, that
way, you'll keep your primary account relatively free of spam.