That usually indicates that folders.dbx in your message store folder is
corrupted, probably by having the option set in OE under
Tools/Options/Maintenance to Compact Messages in the Background.  Recommend
you disable that option and instead do a manual compact of your message
store folders while working offline as outlined here:
http://insideoe.tomsterdam.com/files/maintain.htm#compact

The usual solution is to close Outlook Express, then do a File Search for
folders.dbx (which is a hidden file in Windows 2000 and XP) and rename it to
folders.old.  A complication of this is that you will lose all subscribed
newsgroups and your folder hierarchy and your message rules may have to be
edited to indicate the correct folders to move message to.  See this link
for more info on that:
http://insideoe.tomsterdam.com/files/store.htm#deldbx