MacFilter: incoming packet but sender mac set to our own mac address

I have a problem. My antyvir Panda Internet Security has detected smart ARP type of attack. I have installed Xarp app to check if this panda's communicates are fake or so. And Panda is still shouting there is ARP attack while Xarp is not. But in the other hand when I reconnect to my WiFi network I got from Xarp app alert like this:

Is someone is trying to sniff me?