Hello,
Here's a link to the official corresponding Symantec article: Many Unexpected Pop-Ups from Symantec Email Proxy are Displayed
That Email Proxy only examines messages for threats (worms, viruses, etc). It does not scan for spam: there are other products which provide that protection (Symantec Mail Security for MS Exchange). As far as I am aware it wouldn't be responsible for sending mails like the ones you have added to this forum thread.
All the same, I recommend that, as a best practice, steps are made to ensure that all clients are runnig the latest releases of SEP have up-to-date definitions, and all MS patches are applied.
The 5 Steps of Virus Troubleshooting
Secondly, check these Articles:
Symantec Email Proxy pop-up - Code 1003,8
http://www.symantec.com/business/support/index?page=content&id=TECH171706
SEP Email Proxy pop-up - Code 1003,8
http://www.symantec.com/business/support/index?page=content&id=TECH185912
and Check this thread
http://www.symantec.com/connect/forums/symantec-error-proxy-10038
Hope this helps!