Outlook 2010 has a new Conversation view that groups messages together. Many users don't like it, fortunately its easy to disable, using one of two methods.
Method 1: Right click on the row of field names and choose Conversations, Show Messages in Conversations.
Method 2: Switch to the View ribbon and click on the Conversation button.
The conversation view will group by the Conversation index in POP3 and Hotmail Connector, and IMAP accounts as well as in Exchange 2010. With Exchange 2003 and 2007 accounts, Outlook groups by Subject. Mailing lists, mail clients, or mail servers remove the Conversation Index and conversations are split into different groups.