Note the above only sets Outlook to be your default program, it does not actually set it up as your e-mail program.
To set Outlook up as your email program you will need to open Outlook (it should be on your Microsoft Office menu) and then enter all the details (servers, password etc).
If you are already using Outlook Express as your email program then you can open that and get all the information you need from there.
I am not sure you will gain very much from using Outlook rather than Outlook Express, particularly in a "home" environment (maybe a calendar)
In fact there are some things in Outlook Express that are NOT in Outlook, such as a newsgroup viewer.
More here
http://office.microsoft.com/en-us/outlook/HA01 1169051033.aspx