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INBOX messages deleted, after re-starting Outlook 2003

Sagegrp used Ask the Experts™
Each time I close Outlook 2003 and re-open it, my Inbox messages are gone?

Is there a setting doing this?
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Top Expert 2010
Assumption  you are connected to Exchange 2003 using outlook 2003

Do this

On your outlook
Go to View > Arrange By > 

- Date Should be Checked

go to current View
click Cutomize current View

Click Filter
Click Clear All at the bottom
Click ok

Restart outlook

See if that solves the problem.