Check this.
You may have specified that messages not be sent until the next send/receive. On the Tools menu, click Options, and then click the Mail Setup tab. Select the Send messages immediately when connected check box. A message is sent when you click Send in the message. If you connect using a LAN, messages are sent in the background. If you use a dial-up networking connection, Microsoft Outlook tries to connect to the server after you click Send in a message.