If you have been using the backup .pst tool in Outlook 2003/2007, you’ll notice that it’s behavior has changed for 2010. If you’d like to be prompted the old way you can manually edit the registry or download a tiny registry fix published at MSOutlook.info
Great tool for backup Outlook 2010: Lookeen Backup Manager!
It is not freeware, but works perfectly! Especially if you have very important datas in your Outlook you need a tool where you can be absolutely sure that really everything is backed! LookeeBackup is such a tool!