A common problem for people who
are new to Outlook Express is that messages seem to disappear.
This happens because the program's default configuration is set to
hide messages that have been read.While
there are many options that one can configure (see
Tools | Options... and the other items
under View
menu), at the very least set the options under
View | Current View ► as shown
below.
Make sure you have Show
All Messages selected and Group
Messages by Conversation are both checked.

Use the Show Replies to
my messages to toggle between seeing all messages and just
those that are responses to your messages.
Options
In the Tools |
Options... dialog box, there are many options that allow for
personalization of the Outlook Express environment. Those
below are ones that appeal to me. As you become familiar with
the program, you may want to explore on your own.
Just remember not to hold me responsible
for what happens to your computer!