If you are on a domain ( at work) when using outlook, it may be that
your exchange administrator has locked down outlook using group policy
to prevent you changing it.  
If you were to change it somehow, it will just be reset again once you
restart your PC next.  

If at home, the following article may be of help.  

http://support.microsoft.com/?kbid=197712[/URL]

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Sammy TestUser