For some time I've run into the problem that Outlook 2007 is not closed fully. The application is no longer visible but the process keeps running as can be seen in Task Manager. It is normal that it can take a few seconds up to some minutes but now it never stops running. And if an email comes during this time I got notified about it and can open that email. If I try to start Outlook it shows the application using the same Outlook.exe process. This happens on Vista SP1 and might happen on other Windows versions as well.
The solution in my case was that I found Skype (version 3.6) locking up Outlook because it was set to "Show Outlook Contacts" in the View menu. When I disabled that option Outlook closed as it should.
One symptom I have seen is that I get the notification that "A data file did not close properly the last time it was used as is being checked for problems. Performance might be affected while the check is in progress."
Another is this message when starting Outlook could be "Outlook failed to start correctly last time. Starting Outlook in safe mode will help you correct or isolate the startup problem in order to successfully start the program. Some functionality may be disabled in this mode. Do you want to start Outlook in safe mode?"
Then "Data file check in process" can be seen for quite a while.
Some other tips if this happens are to check the consistency of the PST files using SCANPST.EXE. Check also for other applications that might connect to Outlook or access the PST files like Google Desktop. Antivirus programs could also be the cause of the locks.
If nothing else works you can try to select "Perform an automatic sen/receive when exiting." in Options>Send/Receive...