Welcome to the end product of spoofed emails and badly configured mail servers.
Essentially the spammer has forged your users address as the sender of the emails and sent out spam to various unsuspecting parties. The recipient then rejects the message and sends out a non-delivery message back to the supposed sender (your user) and thus they get a message about a message that they didn't send.
You can not do too much about it, but you can add a SPF (Sender Policy Framework) record to your domain's DNS records that advises receiving server if the sending server is authorised to send mail on behalf of your domain. If not, the message gets rejected as spam and you don't get the bounce.
Please have a read of the following and then add an SPF record to your External Domain's DNS records:
http://en.wikipedia.org/wiki/Sender_Policy_Framework
To create a record - please visit:
http://old.openspf.org/wizard.html?mydomain=example.com