Sending, receiving, and organizing email in Outlook.com
Hi. I'm Brian and I'll try to help.
This is a well-known scam. It is not indicative of your account being compromised. Are these messages arriving in your Inbox or in the Junk Email folder? If the latter, just ignore them. They're already considered "blocked." If the former, you should be able to develop a rule that will delete these messages as they come in. I can't tell you exactly how to forum the rule because I can't see the message itself, but it shouldn't be too difficult.