I would say it's a corrupted Outbox.dbx.
1. Delete those mails in Outbox.
2. Close Outlook Express.
3. Go to Tools > Options > Maintainence > Store Folder...
4. Browse to the directory stated here.
Note: Notice the size of Outbox.dbx. It's big for something empty.
5. Delete OUtbox.dbx.
6. Open Outlook Express.
7. Problemo solved.. most of the time.