Let's assume Outlook is set up as your default e-mail client in the Internet
Options (e.g. in Control Panel). If you haven't already, can you please try
posting this query in one of the Outlook groups, e.g.

microsoft.public.outlook.general or microsoft.public.outlook.interop ?

If you do find an answer, could you possibly post it back here?

They will almost certainly want to know stuff such as
- exact versions of Outlook and Word
- your Outlook configuration, e.g. are you just using it for POP3 mail, or
is it connected to an Exchange Server, etc.

Various "disappearing e-mail" problems appear from time to time in this
group and I've asked the Outlook folks if they can shed light on them, but
they need specific instances to have any chance of getting to the bottom of
the problem.

Try setting Outlook to send as format HTML.