There are several ways to do this.  The simplest, in my opinion, would be to
open the Personal Folders file (PST) from your personal profile while logged
onto your work profile.  WHile connected to Exchange, click
File>Open>Outlook Data File and browse to the PST you use for your personal
mail.  Select it, and click OK to add it as a second folder set.  Then you
can copy stuff between Exchange and the PST as you wish.

If you want them a little more separate than that, while connected to the
work profile via the VPN, create a new PST with File>New>Outlook Data File.
Once the PST has been created and is in your Folder List, right-click your
Exchnage mailbox Contacts folder and cghoose "Copy Contacts".  Specify the
root of the new PST as the destination.  When the copy completes, repeat for
Calendar and then Tasks.  The next time you are connected to your personal
profile, you can add this PST to your folder list as well so that you can
access the work data, yet still keep it separate from the personal data.
You can use the intermediary PST as a synchronization medium between the two
profiles.