Outlook Express did not shutdown correctly
The last time you ran Outlook Express it did not exit correctly. In case this was due to a problem with the last message you were viewing, the message is not being shown.
I have found a site http://www.windowsbbs.com/microsoft-mail-outlook-outlook-express-windows-mail/70010-outlook-express-incorrect-shutdown-message-startup.html
That directed me to the Microsoft site An Outlook Express basic repair kit http://www.microsoft.com/windows/ie/community/columns/oerepair.mspx
which suggests in summary to try these until the error is resolved. Please follow the detailed steps listed in above web site.
These are a brief summary of the steps:-
1. Delete Temporary Internet Files
2. Compact all Folders,
click Work Offline on the File, Close the Folder List , File menu, point to Folder, and then click Compact All Folders
3. Reregister Outlook Express,
msimn /reg
4. Reregister libraries
regsvr32 urlmon.dll
regsvr32 mshtml.dll
regsvr32 shdocvw.dll
regsvr32 browseui.dll
regsvr32 msjava.dll
5. Create a new identity
On the File menu, click Identities, and then click Add New Identity.
6, Reinstall or repair Outlook Expresshttp://support.microsoft.com/default.aspx?kbid=318378#XSLTH3126121123120121120120