Create a test marketing list with 1 member. Go to Adv Find, choose marketing list, then find and it lists the member. From this window, click the user then send a direct email. The email never gets created at all (no activity). If the user just selects the contacts from the Contacts List then sends Direct Email, the email activity is created and it's sent and received. Running CRM 4.0 with latest rollup with Outlook client. Other users don't have this issue.