Q:

Why a mail sending from word/excel/... gets stuck in the outbox when Outlook is closed? 

This problem is permanent and happens to me ONLY when Outlook is closed. 

I open Excel (or other product that have the capacity to send mails) and I type something in it, then I send this content by mail, to somebody. 
From task manager I can see how Outlook "wakes up" and seems to catch the mail to send but it doesn't send.  The message gets stuck in the "outbox", and it should not. 
Only when I open Outlook manually, the message is sent immediately. 

What is wrong here?  Is it a configuration problem in my Outlook? 

A:

It is not a bug, Outlook just doesn't send messages from the outbox until you open the main window. 
This might work from http://email.about.com/od/outlooktips/qt/et_send_now.htm:

Select Tools | Options... from the menu in Outlook. 
Go to the Mail Setup tab. 
Make sure Send immediately when connected in checked. 
Click OK. 

It's supposed to work with Outlook 2007, however a similar option might be available for Outlook 2010. 
Update:
For Outlook 2010 and 2013: Click the orange button with "File" in the top left, go to Options, Advanced and make sure "Send immediately when connected" is checked under "Send and receive".