You probably have 2 seprate e-mail accounts setup. One in Outlook Express and one in Outlook. typically Outlook Express is used for POP3 accounts where Outlook is used for corporate e-mail with Microsoft Exchange.
If Outlook is installed you should have an Outlook icon on your desktop (not a shortcut and icon) right click it and select properties. On the resulting window you should see a "show profiles" button, click that. On the profiles screen you should see all the profiles on that machine for Outlook. If there is only one click it if there is more than one click on your profile and click the properties button. In the resulting Window you should see what services you have setup for your profile.
If you see Microsoft Exchange server than it's a corporate e-mail account if you don't then it may be POP3 or something else.
Select each one, one at a time and view the properties of each service. Look for an advanced tab it should tell you weather your setup to use Outlook as dialup mode or networked mode.
Anyway if both outlook and Outlook Express are looking at the same account the reason you would not see the same exact messages in both inbox's is because the messages are downloaded off the server and stored locally onyour Hard Drive once they are downloaded locally and you attach with a different client like Outlook Express those messages are no longer on the server they were downloaded and stored in a .OST or .PST file on your drive. You may be able to imprt messages into Outlook Express from the PST or OST if you can find it on your hard drive. Do a search and then use OE's import to point to the same path and import those messages.
To avoid the problem choose one e-mail app or the other. I recommend Outlook Express (OE) because it teakes less memory and stuff to run it. And it was maid for internet e-mail.