A friend of mine called me the other day. He had troubles with a mail in Windows Mail running Windows Vista 32-bit. The mail was sort of stuck in the outbox of Windows Mail. He was not able to delete or send the email which was very unfortunate. He was prompted at every exit of Windows Mail that there was unsent mail and he was getting desperate.
A quick research revealed that Microsoft actually created a Knowledge Base article describing that exact problem. The article suggests patching Windows Mail to resolve the issue. Mails can be deleted after applying the patch to the system.
The problem seems to occur when the stream entries for the messages are inaccessible before Windows Mail deletes the messages from the Outbox. One possibility would be a notebook running out of battery in this exact moment. If you got stuck messages in the outbox of Windows Mail download the patch and delete the messages afterwards. The patch is available for both the 32-bit and 64-bit version of Windows Vista.

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