Here we show you how to alleviate the annoyance.
Outlook 2010
In Outlook 2010 choose the File tab to access Backstage View, then choose Options.
Then in the Options window select Mail in the left column.
In the Options screen under the Preferences tab opt for E-mail Options button.
Outlook 2003
This setting is available in Outlook 2003 as well.
Then check Close original message on reply or forward and click OK.
While this isnt a spectacular tip to speed up Outlook, it will definitely help.
Sometimes its the little things that make all the difference.