Impossible to move .pst files

Hi!

I just installed Outlook 2003 on my computer and my
laptop. I migrate from Palm Desktop and Outlook Express.

By default, the new .pst files (for personal files and e-
mail accounts) are created in c:\document and settings\...
I don't like that, I never liked that sort of enforced
structure, so I wanted to change the directory location
for these files. The online help says it is possible to
move the files.

Indeed, I can move the Personal Folders one (that contains
my calendar, notes, etc) easily to any directory of my
choice, by moving the .pst file and re-pointing towards it
from within Outlook.
But not my email accounts. Whether I import Account
settings from Outlook Express or create a new account from
scratch, it will create it in c:\document and settings\,
without asking anything. If I try to move that new .pst
file, next time I open Outlook, it will have recreated the
file in c:\document and settings\.
And if I try to add the .pst in the new location (after I
moved it) using the Data File Managment menu, it will
indeed open it, but won't understand it as an active email
account. Just as a (dead) repository of emails.

(I managed to have it working on one of my computers -
Outlook said: "can't find that file" and then let me show
it where it now was - but was unable to reproduce it on
another computer).

I've now tried to fix the problem for more than 4 hours
and am VERY annoyed.
Anyone has an idea?