GTD & Outlook
During Mastering Projects & Actions Webinar - Sept 2009, Kelly states that Outlook will not allow you to create lists underneath lists and suggests creating another category / context. In the Project Support Webinar - April 2010, Wayne explains how to do projects and sub-projects using categories and initials in front of actions / sub-projects.
Given the date on the webinars, I'm not sure if these methods are still being utilized or if a better way has been found. I did in fact find a simpler method. Within Outlook, you have the ability to add user defined fields. I created one called projects, so when I add a task, I can link it to a project. I then adjusted the detailed view to include and sort by the user-defined field "projects". Another field could then be added to identify sub-projects if desired. If you sort by projects and then by sub-projects, that may constitute a list underneath a list.
On the sort by category option, you can add the user-defined field to further sort contexts by projects as well.
I hope this helps further the usage of Outlook for others without requiring the add-on.