How can I automatically run a macro when an email is sent in Outlook?

The script below works great but I have to manually run the Initialize_handler routine every time I open Outlook for it to work.

Public WithEvents myOlApp As Outlook.Application

Public Sub Initialize_handler()
Set myOlApp = CreateObject("Outlook.Application")
End Sub

Private Sub myOlApp_ItemSend(ByVal Item As Object, Cancel As Boolean)
Dim prompt As String
prompt = "Are you sure you want to send " & Item.Subject & "?"
If MsgBox(prompt, vbYesNo + vbQuestion, "Sample") = vbNo Then
    Cancel = True
    End If
End Sub

As far as I can see to make this work automatically I should be able to add the below script to ThisOutlookSession. However this doesn't work and I have no idea why.

My macro security is set properly and it is running the code on startup but for some reason it doesn't work until I manually open the VBA editor click into Initialize_handler and press F5.

Private Sub Application_Startup()
  Initialize_handler
End Sub