Microsoft Outlook 2002 (I presume it would be the same for other versions)

This is likely to be caused by incorrect settings. To check this, do the following:

Click on :
Tools >>>
Options >>>
Mail Setup >>>

In the second group down which is headed: send/receive, press the send/receive button.

Select “All Accounts” and in the bottom section check both the online and offline box for this option:

Include this group in send/receive (F9)