I have heard this problem before, it's not the Firewall or Anti virus, I use both myself OK.
When the 2 seperate accounts were set up originally in XP, it sets up to identitities, and each identitiy has its own documents and settings file.
If you look at windows explorer, and look at file directory you will notice both users identity shown.
So each person when logging on to their own identity gets two different outlook express files, as I understand it.
I am not sure how to resolve, as it seems a good idea for each person to have their own email.
I would have thought that the programme is working correctly, and that user a or b should log in only to see their mail.