This video was recorded to demonstrate a bug with the Live Maps add-in. This bug should not be a problem beginning with Microsoft Outlook 2007 SP2. However, while the Live Maps add-in is no longer available, there are a couple other add-ins that also cause the same behavior in both Outlook 2007 and 2010.
Steps to repro:
Paste content into the message body, hit save then x - even though you select don't save/don't send updates, the changes are saved.
Note that this problem only occurred with newly created appointments. If you closed Outlook and restarted, it usually worked as expected.
More Information
Note that the Live Maps add-in was removed from the Microsoft.com web site due to problems such as this.
Other add-ins may have the same effect however. If this is a problem for you, you need to identify the add-in that is causing it and check for an updated version or disable the add-in.