I would not recommend doing the below steps if you are at all uncomfortable editing the windows registry. However if you're willing to give it a shot, here we go with some explanation and some steps to follow.
Outlook express will automatically want to compact messages after every 100 closings of the program. This counter can be reset back to 0 via the windows registry. This will give you another 100 runs of the program before it would prompt you again about compacting. To reset the counter, open the registry editor by going to run and typing "regedit"
Navigate the registry tree until you get to HKEY_CURRENT_USER\Identities\RandomStrin
Once you've navigated to the propper key, look for the value "Compact check count." Hit enter on this value, and change the current value to 0. Of course make sure Outlook express is not running when you perform the above steps. If you're curious how many times Outlook Express has been closed, just switch the values display mode to decimal and it'll show you in human readable form how many times it's closed. If you get up around 95-99 closings, it probably would be a good time to initiate the reset if you don't want that compacting nonsense bugging you. There's my friendly tip of the day, hope folks find it useful.