Email Icon in tray, but no email

I have Outlook 2003 installed, and I'm unable to see various types of emails after receiving them. A small email icon appears on the lower right corner of the preview pane indicating that I have received email. However when I go into the preview pane I am unable to actually see the email to read. Strangely enough this does not happen with every email sent to me.

i.e. Random Person A >> Sends Email >>> WWW >>> Email Received by Me >>> Email Icon Appears(Lower Right Hand) >> No physical email to see or read
      Random Person B >> Sends Email >>> WWW >>> Email Received by Me >>> Email Icon Appears(Lower Right Hand) >> Email appears in preview pane for opening and reading

Does anyone know what could be causing this? Is this perhaps some security email blocking feature that I'm unaware of.

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nanohurtzAsked:
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rubiconxCommented:
1) Do you have folders and email rules setup?  Is a rule sending the email to a folder that not listed?
2) Do you have the nav pane on the lefthand side?  If not select Alt-F1 and see if your mail is there somewhere!
3) If the junk filter on, and if so, is the lost mail ending up in the Junk E-mail folder?
4) Is the mail appearing in the deleted items folder?

Regards,

Dave
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