"since I'm logging on to a domain controller these huge files get
syncronized and copied every time I log on / off to the network."
No they don't. By default pst-files are kept in the Local Settings folder
which doesn't get synchronized upon logon/logoff.
"What is the preferred solution to exclude the message store from the user
profile but still have it copied (and backed up) on the server somehow."
Leave the pst-file in that location or put it in a location that doesn't get
synced automatically. Install the pst backup add-in from Microsoft and
direct it to make a backup to your assigned networkshare.
GPOs doesn't have anything to do with this.

Signature
Robert Sparnaaij [MVP-Outlook]
Coauthor, Configuring Microsoft Outlook 2003
http://www.howto-outlook.com/
Outlook FAQ, HowTo, Downloads, Add-Ins and more
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> Hi,
>
[quoted text clipped - 17 lines]
>
> /jake