Situation:

A user with Windows XP that has "Group Similar Applications" enabled double clicks e-mails and hits reply.  They start their reply but then switch to another application.  When they try to go back to their message they click outlook on the bottom toolbar and cannot find their reply message.  Minimizing applications one by one reveals their message.

Solution:

The user has Word enabled as their editor.  When the user starts composing a reply message the message is grouped under "Word" not "Outlook", thus the message appears to disappear but instead is grouped in another application.

Turn off Word as the e-mail editor to solve this.