Outlook, "do not deliver before" qestion

[Empmark]

I am using Exchange 2003 and Outlook 2003. When choosing the option to not deliver a message before a certain date, it works fine if Outlook is open. But if outlook is closed and the computer is off then it will not send. I was under the impression in an exchange environment the message would be held and sent from the mailbox level regardless of the client being on or not. But that doesn't seem to be the case. Is there anything I am missing or does the client just have to be open in an exchange environment for this to work? Thanks in advance for the help!