I'm having the same problem. It usually happens when I either freshly open Mail or just get back to an internet connection (via airport). A message comes up that an e-mail is undeliverable and do I want to choose another outgoing server. (I select edit message then delete it). The e-mail in question is either something I sent weeks ago or an e-mail I recieved in the last couple of weeks. With the latter the To field includes me and the from field is someone else (that I know or have recieved mail from previously). This has been happening since yesterday for me (I'm fully updated, X.4.6). They seem to be different messages every time. I probably updated one or another little programs that I use regularly in the last few days but I can't really think of something that changed to cause this behavior.
Powerbook G4, 15' & 12' Mac OS X (10.4.6)