Incorrect - Microsoft removed that option after Outlook 98
You should find your Outlook file and copy it weekly.
For some CRAZY reason Microsoft decided to HIDE the PST file Outlook uses.
This means, even if you backup your documents daily, if your hard drive
crashes - you will not have your Outlook data.
Shame on you Microsoft!!!
There should be a folder under My Documents called "My Outlook" or something
like that. In there you should store your Outlook PST file. This makes
backup easy.
For now, you will have to change your folder view to "Show all files" then
open Windows Explorer and go to your Profile
and find: \Local Settings\Application Data\Microsoft\Outlook
In there is your Outlook data Microsoft is HIDING - shame on you
Microsoft!!!