I am using outlook 2003. I want to receive entire mail or the alert for the incoming mails on my Nokia phone .

Depends on what your Outlook is connecting to, also the model of Nokia phone.

This has nothing to do with Outlook. The only thing Outlook can do is forward any mail it receives to your mobile.

This is a function of your e-mail service. Or you need an app on your mobile that can poll your mailboxes and post an alert.