has it ever worked?
when did it stop working?
what did you do just prior to it stopping?
what have you tried to do to fix it?
where are you starting the program from (ie which shortcut) - the systems tray, programs folder, quick start menu or desk top???
has the short cut icon have a picture of an envelope or a blank square???

first things you can do though are:-

1/try starting it from a different location eg desktop instead of try icon.

2/right click on the shortcut icon then "properties" and then "find target" - you should be taken to:-
"C:\Program Files\Outlook Express\MSIMN.EXE"

3/ reinstall outlook express from add/remove programs, windows components - first tho back up your data files (all the "*.dbx" etc) - mine are located in this folder:-

C:\Documents and Settings\"YOUR NAME"\Local Settings\Application Data\Identities\{NUMBERS}\Microsoft\Outlook Express.

If the above doesn't work come back with more info - we need more info to help us narrow down the cause