Weird, mail sends from Outlook Web Mail, not from Outlook XP

[sukh]

We run Exchange 2000 and Office XP.

Someone has reported that they email from their outlook on their
desktop to an AOL account and the mail doesn't arrive, no bounce back
or error message, but when they mail from the Outlook Webmail it goes
through o.k.

Anyone have any idea where this mail might be disappearing?

Thanks