To Send and receive messages automatically when Outlook 2002/2003 starts and periodically while it's open, go to Tools, Send/Receive, Send/Receive settings, Define Send/Receive and add a check to the box to Schedule an automatic send/receive every 5 min.

We recommend that you raise the minutes to 8 - 10, especially if you have more than one email account configured in Outlook. Be kind to your ISP and don't set it below 5 minutes.