Well, officially, you can't. And doing so would in no way constitute any
sort of "backup."
There is a reg hack you could use to point the WAB (OE's address book) to
your Outlook Contacts folder instead of its normal data source, if you want:
http://www.slipstick.com/contacts/oeshare.htm#ol2002

Signature
Russ Valentine
[MVP-Outlook]
> How can I now get Outlook Express to use to the same
> address book as I now use in Outlook? (just as a backup)
>
> I didn't see the same options there. It is opening to a
> blank address book. I looked for a WAB file on my drive
> but I didn't see one.