If you are receiving errors about being close to your quota for your Exchange e-mail account, you should consider archiving your older messages. Archiving copies old e-mail messages and attachments to an Archive.pst file (you can change the name during with the manual export process) and then removes the data from the Exchange mailbox decreasing its overall size. Items moved to an Archive.pst file are still accessible by opening the file through Outlook, and should be included in regular backups to prevent lost data. If you need more assistance in managing your mailbox size, see the Quota Management page for Outlook 2010.
Open Microsoft Outlook. Click the File drop-down menu from the top of the program. Click the New menu, then click Outlook Data File... from the drop-down menu.
The New Outlook Data File window will appear. The default Office Outlook Personal Folder File (.pst) file type should be sufficient. Click OK.
Choose a file name that will help you identify the file later. Try Archive_Date.pst. Then, click OK.
The Create Microsoft Personal Folders window will appear. Choose a name for the archive. This title will appear in the Outlook folders list, so pick something that can easily be referenced (note: you might want to include dates in case you archive often).
If your e-mails have sensitive data in them, you may want to set a password for the file. Outlook will ask you for this password each time you load the archived folder.
The archived folder is now available from the Mail window, in the All Mail Folders section. (Note: the actual file is saved on your hard drive, not the exchange server! If you need to remove your account profile, you will need to import the file back into Outlook to gain access to the files again. Your .PST files should also be included in any regular backups you make.)