It looks like you have malware installed on your machine that is trying to
use your OE to send its own messages out to unsuspecting victims.

Do a thorough check for malware, following all of the steps at one of these
Web pages.
Help with malware:
All  MS-MVP Sites.
http://aumha.org/a/parasite.htm
http://aumha.org/a/quickfix.htm
http://www.elephantboycomputers.com/page2.html#Removing_Malware
http://mvps.org/winhelp2002/unwanted.htm
http://inetexplorer.mvps.org/darnit.html
http://www.mvps.org/sramesh2k/Malware_Defence.htm

Unexplained computer behavior may be caused by deceptive software.
http://support.microsoft.com/kb/827315

So How Did I Get Infected Anyway?
For quite a few people it's by installing programs like Messenger Plus,
whose ads for malware don't identify the malware as such and try to convince
you that you owe it to the author.  See also:
http://www.wilderssecurity.com/showthread.php?t=27971
Don't ever do a "default" install of anything.  Always choose Custom and see
what else is being carried along.  Don't install any extras you're not sure
of.

Well, what program are you running that is attempting to call OE to
send e-mail?

If you don't want the warning, you can disable that in OE at Tools,
Options, Security.  This assumes that you have some program sending mail
for you that you intend to send and send frequently from.  If you send
only occasionally, I would leave the warning enabled so that you would
be advised if some other program started sending mail without your
intention.

If you aren't intentionally sending mail from another program, then your
PC is likely infected with malware (i.e. a virus).