those can be a pain, the reason why you can't delete it is because outlook is constantly trying to send it, and has a lock on it so you can't move or delete the message.
The simple answer is that you have to have outlook stop trying to send the message.
unfortunately it's a little more involved than it sounds.
2 ways to do it, depending on how comfortable you are with changing outlooks settings.
1) create a new profile in out look with dummy information (not real servers or names so that outlook can't create a connection to a server), then open the mail file (also called the PST file -- Personal folders file) in the new profile, then you can go into the outbox and delete the offending message.
2) go into your existing outlook mail services/settings (based on the version of Outlook, it may be called mail services or accounts), write down the existing entries for "INCOMING MAIL SERVER or POP3 Server" (should be something like pop1.sympatico.ca and for the "OUTGOING MAIL SERVER or SMTP SERVER" (should be something like smtp1.sympatico.ca) both entries may even be the same depending on your Internet Provider. Once you have made note of what they are, (double check this because you will have to put them back in later on!) change them both to something senseless like blah (quite literally, that will work, becuase it doesn't exist out on the internet, the service won't try to send anything.
Close outlook, and Restart it after a minute, wait for a moment and it will tell you that it couldn't find the server "blah"
click ok, and then go into the outbox and delete the bad message. Once it's gone, go back into the settings and put the server information back in that you wrote down before changing the server names to "blah". Once you've done that, close Outlook and restart it again. Everything should be back to normal.
Hope this helps, but make sure you write down those server names before doing anything else!!! A little trick that I use is when you have the settings window open with the names showing, hit the PrtSc button on your keyboard, on a normal keyboard it's above the INSERT button. This will take a picture of your desktop and put it into the clipboard. Then open up Microsoft Word, or another editor like Microsoft Write, and do an EDIT and PASTE onto a new document, and it pastes the snapshot into the document. SAVE it and then you have a good record of the information that was there.