Outlook can be confusing and difficult to use, but it's easily the best mail client out there for enterprise-level functionality.

So are you using an IMAP connection or a full exchange account? You can find this out by right clicking the mailbox and clicking "Account Properties" > "Account Settings"

If you struggle using the above method (I don't use Outlook 2010 and so cannot check it's correct) you can also go to the mail section of your control panel, and view your email accounts that way.