Well, it sounds to me like they are being deleted some how. Did your friend recently upgrade to Outlook 2003 from a previous version? Like maybe 2000? I would also check the deleted items folder and the “Recover Deleted Items” under the tools menu.
To get to the “Recover Deleted Items” folder you have to be in the “deleted items” folder, then just go up to “tools” – Recover Deleted Items.