In Microsoft Outlook click File then click Backup
Click Options

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Inside the Backup for the .pst files, put a check next to the box for each item you want to back up. In File location you will see the default name and the location where the .pst file will be saved. If you want to select a different folder click Browse to navigate to the location you want and click Open. Click OK then click Save Backup. Exit Outlook and then reopen it. The .pst files are now saved. You can now go to Windows Explorer, navigate to the file location and copy the .pst file to a CD or DVD.