In Exchange 2010 none of the preloaded role groups have the Mailbox Import Export role, The person performing the import or export must have the appropriate permissions within Exchange. The easiest way to grant this permission is by adding Mailbox Import Export role to a role group.
To create the role group we need to run the following:
New-RoleGroup "Mailbox Import-Export Management" -Roles "Mailbox Import Export"
This will create a group called “"Mailbox Import-Export Management"”, every user added to this group will have the right to run the import/export cmdlets, adding a user can be done by running the following:
Add-RoleGroupMember "Mailbox Import-Export Management" -Member <user account>
If you try to run the cmdlets and you don't have the correct permissions, you'll receive an error stating that the cmdlet doesn't exist. And by the way , you'll need to restart the Exchange Management Shell after you add the Mailbox Import Export role to the role group.
OH, bless you for your most clear and straight-forward explanation.