Which version of outlook? Close outlook and delete the *.NK2 file or delete
one address at a time by using the arrow keys to select a name and Delete.
NK2 is hidden here:
C:\Documents and Settings\username\Application Data\Microsoft\Outlook
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Diane Poremsky [MVP - Outlook]
Author, Teach Yourself Outlook 2003 in 24 Hours
Coauthor, OneNote 2003 for Windows (Visual QuickStart Guide)