Windows Server Performance Team started a blog not so long ago... and one of subjects they talked about is issues that they are seeing when customers start keeping PST files on network shares. While this is not supported since Exchange 4.0 times, it seems like it is still done.

To read more about why this is a bad idea and how this problem surfaces, read their post on the subject:

Network Stored PST files... don't do it!

- Nino Bilic