Thank you for your question.
Your solution should be as simple as the following:
Turn On the "Send Immediately When Connected" Option
1. Click Tools, and then click Options.
2. Click the Mail Setup tab.
3. Check the Send immediately when connected check box, and then
You can see a screenshot of this dialog about 3/4's of the way down
You might wish to read the following article at the Microsoft
Knowledgebase if you have installed Office SP2:
OL2002: Mail Sticks in the Outbox After You Install Office SP-2
You did not mention if you are on a dial-up connection using a modem
or on a broad band connection, but if your problem is that you are on
a dial-up connection and you are not dialing to send email
immediately, the following article should be of help:
How to Configure Outlook to Automatically Dial Your ISP
This will allow email not only to be sent immediately, but to make the
connection automatically when you hit the send button on the
outlook +"send immediately"
I trust my research has provided you with your solution. If a link
above should fail to work or anything require further explanation or
research, please do post a Request for Clarification prior to rating
the answer and closing the question and I will be pleased to assist