Outlook keep asking password

Why my MS outlook keep asking user name and password during check mail while I set all the parameters right and saved my password? I'm using WinXp and Outlook in OfficeXP suite. I have multiple email POP/SMTP accounts (2 subaccounts), each passed test and running well individually, but have problems when I do joint account email checking rutine. Anybody know how to fix that? Comments are appreciated.