Thank you for the suggestions.
I had a friend with this issue and compacting her Outlook Express files did not fix the issue. However, your suggestions made me think we needed to look at her a/v. We ended up turning off the Mail Security features in TrendMicro. All is well now and she can shut down w/o that error and she can re-open Outlook Express multiple times with no issues.
Here are the steps.
1. Double-click the Trend Micro PC-cillin icon on the bottom right of your screen (it looks like a little blue and white pill).
2. On the left side of the Trend Micro PC-cillin program, click on the “Mail” icon.
3. On the right side of the menu, click on “Mail Scan”
4. There are three tabs, you should first be on the “Email Client (Incoming)” tab. Make sure there is no checkmark in the box next to “Scan incoming messages retrieved using supported email clients”. To remove the checkmark, click inside the box. Then click the “Apply” button at the bottom.
5. Repeat this step for the next tab called “Email Client (Outgoing)”. Make sure there is no checkmark in the first box, the click the “Apply” button at the bottom.
6. Next, click on the Mail icon on the left side of the screen.
7. On the right side, click on the “Anti Spam” option.
8. Make sure there is no check mark in the box next to “Turn on Anti-spam”. To remove the checkmark, click inside the box. Then click the “Apply” button at the bottom.
9. After making these changes, shut down the computer, turn it back on, connect to your Internet service, open Outlook Express; then close both the Internet connection and Outlook Express. Then connect to the Internet again and try Outlook Express again.