Odd, Outlook should be storing the data at:

\Documents and Settings\<userid>\Local Settings\Application
Data\Microsoft\Outlook

and/or

\Documents and Settings\<userid>\Application Data\Microsoft\Outlook

The directories Local Settings and Application Data are hidden and are not
traversed by default when performing a search in Windows Explorer.

/neo

ps - mail, calendar, tasks, contacts, .etc are stored in the *.pst file.