This usually happens because you are using a pop email account and have not set it to delete messages off the pop server once you have received them in Outlook.
If you have a webmail address for this email account log into it and if there is only single copies of emails on there, this is surely your problem.
To change this in Outlook 2003 go to:
Click E-mail Accounts
Choose “View or change existing e-mail accounts”
Highlight the entry for your mail account
Click More Settings
Under the Advanced tab there is a check box next to Leave a copy of messages on the server
Uncheck this box and click OK.
The menu to change this is similiar in Outlook Express and Outlook 2007