Outlook stores each user's folders, messages, forms, and files in a special file known as a Personal Folder file. You can save, copy, and even move a Personal Folder (.pst) file, although you shouldn't move it unless you have a specific reason for doing so and know what you're doing. Use Windows Search to find the file quickly using the search string *.pst. Usually, this file is on the local drive. However, if you're on Microsoft Exchange Server, you might not have access to it. In that case, you'll need to talk with your administrator.
Backing up your .pst file occasionally is a good idea. How often depends on you. But if you get a lot of important mail, every day isn't too often. To back up your Personal Folder file and all its subfolders, simply export it, as follows:
Choose Import and Export from the File menu to launch the wizard.
Choose Export To A File from the Choose An Action To Perform list and click Next.
Select Personal Folder File (.pst) from the Create A File Of Type list and click Next.
Choose Personal Folders from the Select The Folder To Export From list.
Check the Include Subfolders option and click Next.
Specify a folder and filename for the backup file.
From Options, specify how to treat duplicate items.