You didn't find it because, as I indicated, Outlook 2003 has no feature to create new contacts in your Contacts folder when you send to someone. The most likely explanation is that you have an addin installed or some VBA code that's creating new contacts.
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Sue Mosher, Outlook MVP
Author of Configuring Microsoft Outlook 2003
and Microsoft Outlook Programming - Jumpstart for
Administrators, Power Users, and Developers