Vista - Outlook. Message Tracking not working.

I’m trying to use the tracking feature to ensure my mail is actually being delivered. In the Message Options, I selected the option “Request a delivery receipt for this message”. In the on-line help for Outlook it says that this tracking information should be shown when opening the sent item. However, I see no such information within my sent item.
I’ve then tried it with a “Read receipt” and although I do get a message back, I still don’t see any tracking information within the sent item.
How can I see if my message was read or delivered successfully within the sent item?