Annoyingly, Outlook doesn't have a built-in backup tool for the PST file which stores all your data. Equally annoyingly, the free backup tool Microsoft supplies doesn't work with Outlook 2010. Fortunately, you can work around that.
Tech blogger Helen Bradley details the process you need to follow to use Microsoft's Personal Folder Backup tool with Outlook 2010. You need to install the software and then run a registry fix tool -- a fiddly process, but one that will help you make PST backup simpler.
Bear in mind that your PST file contains your email data, but doesn't include settings and autocomplete entries. To ensure you've backed up everything you want in Outlook, check out our comprehensive Outlook backup and migration guide.
Outlook 2010: backup gets worse (if that’s possible) [Helen Bradley]