In Outlook 2003 addresses you reply to are added to your autocomplete cache. This list is not permanent and addresses you want to keep should be added to your Contacts folder, either manually with a right click on the address using an automated tool like Microsofts AdContact.exe or Sperry Softwares Add Email Address tool.
Microsofts AdContact.exe:
http://support.microsoft.com/?kbid=198725
Sperry Softwares Add Email Address tool:
http://www.sperrysoftware.com/Outloo...il-Address.asp