I'm pretty sure that you need Microsoft Office to have spell check in OE
I am operating HP 525X with XP, Internet Explorer, version 6.0. I cannot get spell check to work for sending e-mail via Outlook Express. I have another computer, HP Pavilion 6475Z with Outlook Express, and have no problem with spell check. I contacted my internet server, Worldnet, and was told that the problem was with Microsoft. No way have I been able to get any response from Microsoft.

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