The yellow X is part of the icon, it doesn't mean that ESP is disabled.
When receiving emails, ESP gets between Outlook and your mail server. If for example you are receiving a large email or your connection is too slow, Outlook might "think" that the connection was timed out, while in fact the email is still being downloaded by ESP. Try to increase the time out period: open Outlook, go to Tools -> Email Accounts, select your mail account, click on "Change", then click on "More Settings" and on the "Advanced" tab, increase the time out period to maximum.
Also, please let me know if the checkbox for "incoming server -> this server requires an ecrypted connection" is enabled (checked). If it is enabled, then ESP will not work for you, because the email transport is encrypted and so ESP can't properly parse and eliminate malware content from your emails.