You have several possible problems: trojan, malware, adware, spyware, or good old virus.
First up, make sure Outlook Express is set as the default email client via Tools/Options/Programs.
If it is an ActiveX malware program, check out the downloaded program files directory under the Windows directory for any suspicious entries. Otherwise, time to update you AV software and scan your system.
If your AV software turns up nothing, then check out this online scanner:
http://housecall.trendmicro.com/
Robert Richmond