I can't tell why this happened unless you can reproduce it. You may have lingered too long on the "send" button. If all else fails, copy your store of saved emails and uninstall Live Mail. Then reinstall it using a clean copy from the Microsoft site.
You can delete them by clicking on the first, then scroll down to the last and hold down shift + click. Then press delete (or click on the delete button). If you want to delete everything in your sent box, click on one item, then press Crtl + A followed by delete.