If you are using Outlook Express . . .
There are two ways you can request a read receipt when using OE. The first one goes along with just an individual message. Click on Create Mail to get a new message started. Go ahead and type in the recipient's address and whatever you want to say. When you're done, go up to the Tools menu and choose Request Read Receipt. OE will then inform you when the message has been read by the recipient.
The second method you can use is to put a read receipt request on every single message you send out. To do this, open OE and go to Tools, Options. Once there, click on the Receipts tab and checkmark the box that says "Request a return receipt for all sent messages." Click OK and you'll be all set. OE will notify you each time one of your e-mails has been opened and read.