Ensure that both the Outlook Express’s are not configured in such a way that all read messages are removed from the mail server. To check this Click tools->Email Accounts. Highlight the Mail account and Click Change on the right side. Now click Advanced and the Last option is: Leave a copy of messages on the Server. Ensure that this is Checked.
Now the question is: Can one of the Two Outlook Express’s be made the Master Mail application and the other just to review messages. Well with the same mail account having two mail aaplications running at the same time will indeed cause the simillar problems as you’ve mentioned