Outlook Remains Open When Closed

Using Office 2002 Pro. When I close Outlook, sometimes it remains as an active Process in Task Manager, downloading email. The next time I open it up, I already have downloaded email (some might say this is a cool feature).

Somehow this in turn locks up the Internet connection (DSL) and nothing can get in or out after it has been on for so long. I have to reboot to clear it up.

Outlook is up to date. Also using Spam Inspector.

Suggestions?

Bill