Yes, I have had that issue since migrating to Exchange 2010. From what I've researched so far, it seems it may be related to my smartphone and ActiveSync. It is possible that when my phone receives the message after it comes into Outlook on my PC, Exchange tags the message as being owned or open on my phone, so it won't let me modify it on my PC. My workaround for now is to open the message on Outlook on my PC, go up or down to another message, then back to the original message. Works every time, but it is very clunky. Still looking for a permanent fix.

http://social.technet.microsoft.com/Forums/en/exchangesvrclients/thread/914d9d9f-5adf-4f20-8639-83f2526aeee0