Double check in Tools and Accounts in Windows Mail to see if you may have a duplicate account with the same email address. If you do, then you can just delete the duplicate to stop the messages from duplicating.
Thanks Shawn - somehow and without me doing anything, the problem has fixed itself. I checked accounts and there was nothing different there so it is a mystery as to why the duplicates were received. Thanks for replying.
Well, the best solutions are the ones that fix themselves.
I'm happy to hear that it has seems to worked itself out for now. If you have any programs with email filtering (ex: antivirus), then that may be another area to check and make sure it is turned off if it acts up on you again.