Outlook 2010 automatically crates outlook contacts for the recipients who are not part of the Outlook Address book. This feature can be disabled using the Outlook Options.
Click on the File menu –> Options
Navigate to Contacts screen
In the Contacts screen, under Suggested contacts un tick the check box with label Automatically create Outlook contacts recipients that do not belong to an Outlook Address Book. This will prevent outlook from automatically creating contacts for recipients.
Please note that this feature has been removed from Outlook 2013.
Also See: How to use Outlook as a RSS reader