All the data in Microsoft Outlook software, including messages, contacts, tasks and calendar are stored in one single file of the directory. It is important to backup Outlook 2003 data.The file has a .pst extension and it is stored in the application directory in the "my documents" folder by default, and is named outlook.pst. If this file is not in the default folder, search for this file in the system. Once found, copy this file to a location in the hard drive or burn it to a CD to take a backup.It is best to backup Outlook 2003 data at regular intervals of time to prevent data loss.
All Outlook 2003 data ( Emails, Agenda, Contacts, Tasks...) is kept in one file with the .pst extension
The file is in the following folder by default:
C:\Documents and Settings\Login\Local Settings\Application Data\Microsoft\Outlook\outlook.pst
"Application Data" is a hidden folder to view it you need to check the "Show the hidden files and folders" box in Tools > Folder Options
Sometimes outlook.pst will not be in the default folder and can have a different name with the .pst extension
In this case, simply search your computer for files with the .pst extension
Don't forget to make a backup of this file on a regular basis.