Users can enable the Personal Folders Backup tool in Outlook 2010 by editing a registry key.

HKEY_CURRENT_USER\Software\Microsoft\Office\ Outlook\Addins\Microsoft.OutlookBackup.1
DWORD: RequireShutdownNotification
Value: 1

For more information, see the following KB article for more information.
Note that the default pst location for new profiles is in the My Documents folders, making it easy to copy the personal folders without using the backup tool.

How to enable Personal Folders Backup add-in to work with Outlook 2010
http://support.microsoft.com/default.aspx?scid=kb;en-us;2030523

Personal Folders Backup add-in
http://www.microsoft.com/downloads/details.aspx?familyid=8B081F3A-B7D0-4B16-B8AF-5A6322F4FD01