Try this:
"Empty the Outbox in Outlook Express, move any messages you want to Send later to the Drafts folder.
Close Outlook Express.
Do a Search for .dbx files.
Search:•Start > Search > For Files or Folders > All files and folders,
In the field for: all or part of the file name
Key in:
.dbx
Below that, click on More advanced options
in the field: Type of File, select (All Files and Folders)
place a checkmark in:
•Search system folders
•Search hidden files and folders
•Search subfolders
click Search
Locate the Outbox.dbx file and delete it.
Restart Outlook Express, a new Outbox.dbx file will be created.
Send yourself a Test message to see if it leaves the Outbox.
You may need to enable Show Hidden Files and Folders to see the .dbx files.
Windows XP:•Open My Computer,
Tools > Folder Options > View tab,
under Hidden Files and Folders, verify Show Hidden Files and Folders is selected.
Remove the check mark for Hide Extensions for known file types.
Apply, OK to save and close."
Source:
http://forums.techguy.org/web-email/469611-outlook-express-email-stuck-outbox.html