Loteria Primitiva ripoff fake lottery Madrid Spain

There are a lot of letters out there, but I can see that nobody cares on how this people that sent this letters got our real address. I have to mention that I only have few months since I have moved here. How in the heck they find all of us. You first have to start with the name, wich in my case was the name I use in US. I was born in Europe, and 5 years ago I moved to US. The name on the envelope is the name I use in US. Isn't that scary people. Can someone explain what is going on? I feel kind of "naked"out there. There is anything we can do to keep our identity out of the reach of such scams?

Stela
sunnyside, New York
U.S.A.