When you have problems with Views not sticking or seemingly disappearing only to come back hours later, you may have corrupt views. You can use the /cleanviews switch to delete all custom views and reset the default views.

At the Start menu, Run command, type
Outlook.exe /cleanviews

(In some cases, you will need to use the full path to Outlook.exe.)

A list of command lines is in Outlook's Help, with some additional command lines for older versions of Outlook in the Microsoft Knowledgebase. Search for cleanviews to find the list for your version.

For more command lines:

http://www.outlook-tips.net/howto/commandlines.htm (for Outlook 2003, but most commands work in older versions.)

Outlook 2002: KB 296192
Outlook 2000: KB 197180
Outlook 98: KB 182112
Outlook 97: KB 156982