For a while now I'd been thinking about how to block spam that is mascarading as myself. Today, I fixed it :)
In my exim.conf, I have a section for spam filtering under the "acl_check_data" section.

warn  message = X-Antivirus-Scanned: Clean
warn  message = X-Spam-Score: $spam_score
      spam = mail:true
      condition = ${if <{$message_size}{80k}{true}{false}}
warn  message = X-SA-Status: No
      spam = mail:true
      condition = ${if <{$spam_score_int}{29}{true}{false}}
warn  message = X-Spam-Report: $spam_report
      spam = mail:true
      condition = ${if >{$spam_score_int}{40}{true}{false}}
warn  message = Subject: [SPAM] $h_Subject
      spam = mail:true
      condition = ${if >{$spam_score_int}{30}{true}{false}
warn  message = X-SA-Status: Yes
      spam = mail:true
      condition = ${if >{$spam_score_int}{30}{true}{false}}
warn message = X-Spam-Score: 80
spam = mail:true
condition = ${if !match{$sender_host_address:}{"(127.0.0.1|198.16.181.0/24)"}{true}{false}}}}
condition = ${if match{$sender_address:}{"(me|other.me)"@}{true}{false}}
condition = ${if match{$h_to:}{"(me|other.me)"@}{true}{false}}
deny  message = This message scored $spam_score spam points.
      spam = mail:true
      condition = ${if >{$spam_score_int}{44}{true}{false}}

I also added the following under the acl_check_helo:

# If the HELO pretend to be this host
deny    condition = ${if or { \
                     {eq {${lc:$sender_helo_name}}{cdstealer.com}} \
                     {eq {${lc:$sender_helo_name}}{127.0.0.1}} \
                     {eq {${lc:$sender_helo_name}}{198.16.181.0/24}} \
                     } {true}{false} }