Let’s first consider of few things….
Ensure to check the Rules, that copies are not being made to Inbox, & also make sure all rules end in Stop Processing actions.
Next check the task manager to ensure that there is only one instance of Outlook running. Remember, that if u r running two instances, it can cause to produce two messages arriving at the same time. As u mentioned here u r running Outlook XP, so be sure that, there is Service Pack 2 is installed.
Solution…. try to delete or remove all ur e-mail accounts and recreate them. OR Temporarily disable Leave a copy of messages on the server which setting in Outlook (if currently using it for one or more email ids) OR Temporarily disable or remove ur rules.
For better understanding please, here’s a link that could help.
Hope it helps you!