Outlook Express (Windows Mail in Vista) and Outlook have limitations on the size of its folders. This problem has been resolved in Windows Live Mail. If you allow the storage in these folders to exceed two gigabytes (=2000 megatytes), you will begin to experience strange problems. I have not seen any sign that these programs will give you a warning when you are approaching this limit or even when you have exceeded it. If you are concerned, you need to check. It is not easy because your mail folder is buried way down in the structure of your hard drive.
In XP and Vista you need to find the folder. You will find it by clicking on Tools, Options, Advanced, Store Folder. There you will see a box with the string of folders within folders. Select the entire content of the box, then Ctrl+C to copy it to the clip board. Now click on Start, Run, place the cursor in the box and Ctrl+V to paste it there. Click OK. You should have a window displaying all your mail folders. Now click View and Details. Now you can see each folder and its size. If what you find warrants action, creatively find a way to divide the contents of those folders into more than one folder. Outlook for 2010 can have this limit raised to 10 gigabytes.