Most likely it's a result of corruption of the Inbox.  Check the file size
of the Inbox after you've emptied the last message.  Then compare the size
of a completely empty one such as you would have after deleting Inbox.dbx
with Outlook Express closed.  This is a common problem with users who have
the option set in an antivirus program to scan incoming email (a waste of
CPU cycles which does nothing for the user but cause connection problems and
dbx corruption problems, but it *does* make them feel good, or so the
antivirus program writers believe).