You can move the data store to whatever medium you like - burn a CD,
whatnot. However, note:

This is a group to support Outlook from the Office group of programs.
Outlook Express is a part of Internet Explorer and is a quite different
program, despite its similar name..

You will probably get a faster and more expert answer if you post this to an
Outlook Express news group.

Try posting in one of these newsgroups:
microsoft.public.windows.inetexplorer.ie5.outlookexpress for OE 5.x
microsoft.public.windows.inetexplorer.ie55.outlookexpress for OE 5.5x
microsoft.public.windows.inetexplorer.ie6_outlookexpress for OE 6.x
microsoft.public.internet.outlookexpress.mac for OE for Macintosh

If those groups aren't carried on the news server that's carrying this group
try using msnews.microsoft.com (MS's public news server that's the source
for all the microsoft.public newsgroups).

A good website for information on OE is:
http://www.tomsterdam.com/