Ha thanks. The owl isn't my own, but if you like the style check out this link. It's all by John Baizley. He's an artist and guitarist for the metal band Baroness.
I don't actually have my version of XP working at the moment so those were stock pictures I searched for to illustrate the steps. I don't think the other indexed exclusions are part of the problem, but we can come back to them later if nothing else works. We do have a lead with that message you got, so we'll start there and make Microsoft Outlook your default mail client and then repeat the indexing steps and then cross our fingers. I found a very straight forward tutorial for indexing with better pictures, so I'll post that here and post the link to the original blog I'm using as my source.
1. On the Tools menu in Office Outlook, click Options.
2. Click the tab labeled 'Other'.
3. Under General, select the Make Outlook the default program for E-mail, Contacts, and Calendar check box.
4. Click Ok and close exit the program.
5. Click Start, then Control Panel, and switch to classic view.
6. Click Indexing Options
7. Then click the Modify button.
8. Uncheck the checkbox before: Microsoft Outlook Express.
9. Click OK, and then click Close to save the settings.
Phew! I really hope this does the trick for you. If everything matches up with his tutorial and you don't run into any problems then it may stop the Outlook express messages. If it does not then the next step is to use Registry Edit to try and disable it. He has a tutorial for that as well, but it assumes you already know how to maneuver through the registry files. Take a look at his blog, below, and if any of the steps look confusing let me know and I'll break it down for you.
*Thanks to @HKw@! at http://www.techkaki.com/2011/06/how-to-disable-outlook-express-email-compact-messages-pop-up-when-you-start-up-the-computer/