|The "spam" classification is either being added by your email provider's spam filtering service, or by your security software's email scanner.|
For example, my Norton Internet Security email scanner is integrated into Microsoft Outlook. If a message is classified as spam incorrectly, I can click a button in Outlook's toolbar called "This is not spam", then a dialog-box opens where I can tick the option "always trust messages from this email address". The message is then moved to my Inbox, with the "Spam" word removed.
Now any new messages in future from that email address will not be marked as spam.
However, any messages I send to myself are never classified as spam anyway, so I don't know what's happening in your case.