The solution is to make the Exchange mailbox your default store and use rules and manually copying to put data in the .pst file.

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Sue Mosher, Outlook MVP
Author of Configuring Microsoft Outlook 2003
http://www.turtleflock.com/olconfig/index.htm
and Microsoft Outlook Programming - Jumpstart for
Administrators, Power Users, and Developers
http://www.outlookcode.com/jumpstart.aspx
> Our exchange server has limited storage space and also my company has limited
> backup possibilities. Because of that I've decided couple of years ago to use
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>
> Andrei