"Look up Contact" Not finding Other Address Books

I'm sure this has been posted a number of times. I've seen a bunch of posts
about it but am unable to find a solution.

When I receive an email from a contact I have in an address book (but not
the default "Contacts" address book from Outlook), it doesn't search the
other address books.

I'm not using Exchange. I'm on Outlook 2003.

Can someone please let me know how to make "Look up Contact" override the
default of only checking the "Contacts" address book, so I can look in the
other address books I have ("Business", "Family", "Personal", etc.).

These books are enabled as Outlook Address Books in the settings.

I saw somewhere that, by default, Outlook won't check the other books to
conserve on time/memory or something...I don't want this active.

Please help.

Thanks!