When opening Outlook 2003 get an error message stating that is was not closed propertly and that the file is being checked. It can sometimes take up to 5-10 minutes for outlook to open. How can I stop this?

You need to figure out why Outlook is not closing property. The usual culprits are addins that access Outlook data. 

Are you closing outlook before shutting down windows? If you let windows shut it down, you can corrupt the pst. 

Does it work better in Safe mode? To open Outlook in Safe mode: Close Outlook then hold Ctrl as you click on the Outlook icon. You'll get a message asking if you want to start in Safe mode. Click Ok. 

Microsoft guide for different MS Outlook versions and OS...

1. If you Have 32-bit Windows Installed

A) For Outlook 2007, go to the location below and run the SCANPST.EXE file.

C:\Program Files\Microsoft Office\Office12\SCANPST.EXE

B) For Outlook 2010, go to the location below and run the SCANPST.EXE file.

C:\Program Files\Microsoft Office\Office14\SCANPST.EXE

C) Go to step 3.

2. If you Have 64-bit Windows Installed

A) For Outlook 2007, go to the location below and run the SCANPST.EXE file.

C:\Program Files (x86)\Microsoft Office\Office12\SCANPST.EXE

B) For Outlook 2010, go to the location below and run the SCANPST.EXE file.

C:\Program Files (x86)\Microsoft Office\Office14\SCANPST.EXE

C) Continue on to step 3.

3. Type your current pst file folder

4. Then press start button for start scan corrupted file

5. If your pst file can recover, that will show in the message and press repair to fix it.

If instruction from Microsoft didnt help you, then, next community, where is discussed the same issue, must assist: https://social.technet.microsoft.com/Forums/en-US/56f92966-ae90-4e02-9076-181aae0c9760/is-there-any-way-to-recover-my-outlook-data?forum=exchangesvrclientslegacy

Moreover you may apply following solution, if your .pst file is severely corrupted Outlook Repair Toolbox https://www.repairtoolbox.com/how-to-repair-pst-file.html