Is it in the Deleted Items folder? If not, that problem may caused by
interference from a non-compatible antivirus program. Which antivirus
are you running?
As a minimum, email scanning in the antivirus must be turned off,
although that may not be sufficient to eliminate all bad effects.
For more information on why email scanning is bad, see http://thundercloud.net/infoave/tutorials/email-scanning/index.htm
