Where is my Outlook data stored, people often ask?
Sue's Slipstick site has all the information you need:
http://www.slipstick.com/config/backup.htm

--
Nikki Peterson [MVP - Outlook]

I joined a domain with my win2k pro machine, and went to
migrate my mail settings, but cannot find them, nor can I
find my PST file?

Sure, tell me what I already know....ugh!!!

Even if you are on the same login, it may be that a
separate profile was made for your domain user.  Go to "My
Computer", "Local Drive C:", and "Documents & Settings".  
See if there are two logins for you.  One will be your
login name and the other be the same with a ".DOMAIN"
attached to it.  My laptop with XP does this.  However, if
your login was say, deleted and re-added, then the next
time you login, the server will refresh your profile and
erase everything.  I have seen that too.  Let's hope it's
the first.