It can be a problem caused by Outlook itself, alot Microsoft apps do that..I'd suggest you to use another client, such as Eudora,
Eudora.Com, or Thunderbird as
NIS-Francisco already told.
But if you want to stick with Outlook check if you have the latest stable version up-to-date and if this is so and you're still expieriencing these problems look at you're settings.