Don't export but simply copy your pst-file to a CD when Outlook is closed.
When you want to restore it copy it back to your harddisk and remove the
"Read Only" file attribute. Then connect to it by using File-> Open->
Outlook Data File.
For more info see;
http://www.howto-outlook.com/howto/backupandrestore.htm

Signature
Robert Sparnaaij [MVP-Outlook]
www.howto-outlook.com
Tips of the month:
-Navigation Pane Tips & Tricks
-Create an Office XP CD slipstreamed with Service Pack 3
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>I am trying to export Outlook backup files (.pst) to my
> desktop so that I can then save them on CD.
[quoted text clipped - 3 lines]
>
> Neil Dubin