I use the same program. As with you I also had that problem, but I turned off "request read receipt" and that seemed to solve the problem.
PS check you have the latest version it should be build 1888.
to check open IncrediMail up. Click on help then about IncrediMail xe. It says buildxxxxxx1888 or what ever version you have.(you are only interested in the last four numbers)
If you are on an early version download and install tha lastest(It is free and don't need to uninstall the pervious version.