Summary: Outlook Express is a very popular desktop email program. Unfortunately, it can be touchy about its files, particularly when it comes to compaction.
About 6 months ago I started getting a message (apparently from Outlook Express, but even when OE is not running) saying "To free up disc space OE can compact messages. This may take up to a few minutes. -OK/Cancel". This has become very invasive and, even after OKing (and losing use of the commuter for several minutes), can pop up again within seconds/minutes and re-pop up within seconds of being canceled. Cause and cure? I've deleted a lot of spam and deleted messages in case these were the trigger.
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My honest opinion?
Change email programs.
I'll discuss that option, the bug that you're seeing, and what you might do. But first, I'm going to spend a couple of minutes explaining why I hold that opinion.
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I don't recommend or disrecommend products lightly. But what I will do is pay attention to the experiences of the users that post questions here on Ask Leo!.
Outlook Express is a fine, fine email program. Because it's free and available on every copy of Windows XP, and came free with Internet Explorer prior to that, it's a very popular email program.
Unfortunately, more people report more problems and lost mail to me having used Outlook Express than any other desktop email program, hands down. Next to losing all your email in a free email account, it's probably my biggest source of email related data loss stories.
The most common culprit is, in fact, the very database compaction that you're asking about. I'm sure it works well for many, if not most people, but when it fails it can be disastrous. Even backups can be problematic because Outlook Express is so touchy about the files and format of its email database.
And that, perhaps, is the underlying problem: Outlook Express uses a proprietary and apparently very touchy database format to store your emails. While there are third party utilities, often expensive ones at that, to recover, it's simply not a particularly robust set up.
It's hard to move, hard to recover, hard to repair and apparently easy to break.
But it's free. 
The good news is that there are so many alternatives now, including free programs like Thunderbird that have almost everything Outlook Express does, that if it's at all feasible I recommend jumping ship at the first sign of trouble. If not before.
With that out of my system...
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I recommend you read this thread out on the Microsoft public discussion group. There you'll find all sorts of recommendations that boil down to:
Compact regularly, or you may suffer database corruption.
If you're up to date, OE will auto-compact after every 100 shut downs if you haven't.
Never interfere with the compact process or you may suffer database corruption.
Don't get too fancy in your folder organization or you may suffer database corruption.
Disable your anti-virus programs scanning of email and email files, or you may suffer database corruption.
Don't let your folders get too big or you may suffer database corruption.
Backup, backup, backup in case you suffer database corruption.
As I said, for many, many people Outlook Express works, and works well. But in my experience fielding questions and hearing of problems, as soon as your own needs start to get more sophisticated in just about any way, it's time to move on.
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A note about Windows Mail - the Outlook Express replacement on Windows Vista - and Windows Live Mail - the Outlook Express replacement you can download free from Microsoft.
My feelings on these guys are mixed. They have both apparently abandoned the problematic data store format used by Outlook Express, which in my opinion is great news. It's still proprietary, but hopefully more robust and recoverable.
However given that there are free alternatives with a stronger track record, if you're considering a move I'd be much more tempted to move to these as more reliable "known quantities".
Related:
How do Outlook and Outlook Express relate? Even though they share similar names and do similar things, Outlook and Outlook Express are actually not related to each other at all.
What's the difference between Windows Mail, Windows Live Mail, Windows Live Hotmail and MSN Hotmail? Microsoft has created a lot of confusion with how it names its mail products. Add the transition from MSN to Windows Live branding and it gets worse.
Thunderbird - A Free, Open Source, and Powerful Email Client Thunderbird is a robust and powerful email program that can meet the needs of both light and power users. I use it all day every day.
Microsoft: The Other E-Mail Threat: File Corruption in Outlook Express
Article C3802 - July 10, 2009
the compact message is aggravating. be great it could be elimanate same.
Posted by: george woody at November 25, 2009 8:20 AMIn the original question, the writer asked "This has become very invasive and, even after OKing (and losing use of the commuter for several minutes), can pop up again within seconds/minutes and re-pop up within seconds of being canceled." I don't think Leo gets around to remarking on this issue at all: WHY, IN XPpro (and on my Dell Optiplex, but not on an earlier Systemax running XPpro), does this compacting option pop up so frequently (and surely not just after 100 shutdowns, as Leo says, and as MS evidently intended) ??
Posted by: bill wright at January 19, 2010 5:22 PMFurther to my comment above: The compacting option pops up frequently, often within minutes, even when it has NOT been canceled!
Posted by: bill wright at January 19, 2010 5:25 PMi am not sure if you should allow or not, but you can open live mail. tools- options -advanced -maintenance- compact the data base on shutdown every? then choose how often
Posted by: don at January 30, 2010 8:23 PMif that option is'nt there,it may be on the outlook main page. it has been a while since i used oe. sorry if this did'nt help. they are supposed to have some fixes in feb.
Posted by: don at January 30, 2010 8:48 PM