I have a friend that is moving from Outlook 2003 to 2010, and who had trouble figuring out how to move their mail to a PST (offline mail store). In case anyone else is looking to do this, here we go:
In the top left of Outlook, click on “File”.
Click on the Account Settings drop down, and then click “Account Settings…”
In the window that pops up, click the second tab “Data Files”
Click on the “Add…” icon, and then give your PST file a name (they call it “Outlook Data File, which makes much more sense to end users), choose where it goes, and then hit “OK”. By default in Windows 7, it goes into your My Documents folder into a folder called “Outlook Files”.
I’m not sure what Outlook 2010 does on earlier versions of Windows, but Outlook 2007 and earlier defaulted to C:\Documents and Settings\<username>\Local Settings\Application Data\Microsoft\Outlook. I know that because I used to have a job upgrading PC’s in a large enterprise to Windows XP, and I had to manually move over the PST files that people forgot to back up. That path is burned into my brain :)
Close the Account Settings window, and you will be back to the main Outlook window. Your new PST (Outlook Data File) will be over on the left, and you can create new folders and drag mail into them (or setup rules).