The Office 2007 proofing tools do not support MS Outlook Express (part of Internet Explorer).
You can do a custom install of an older version of Office for just the proofing tools (but that can be problematic later in needing
to update things) or you can add a 3rd party speller for Outlook Express.
A couple of free ones that folks have mentioned include.
Tinyspell:
http://tinyspell.m6.net
Vampirefo Spellchecker for OE:
http://geocities.com/vampirefo/
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Since I loaded Office 2007 my outlook express spell checker does not work. It idetifies words that are correct in error.>>
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Bob Buckland ?
MS Office System Products MVP
*Courtesy is not expensive and can pay big dividends*