Without any configuration information, this would be a guessing game.
My guess is that you have a virus scanner which integrates with Outlook and
lost the messages somewhere.
Uninstall/disable your virus scanner's integration with Outlook and send
yourself a test message. If it arrives; that was your problem.
See
http://www.msoutlook.info/question/20
Otherwise, post some configuration information for us to work with.
