You need to follow few steps underwritten to create a PST file at the time when Outlook is running:

1. First, go to the ‘File Menu’ in Outlook
2. Then, point to the ‘New’
3. Next, click Outlook data file
4. Click ‘Office Outlook Personal Folders File’ for creating a new Outlook 2003 file with .pst extension.
   OR,
   Click ‘Outlook 97-2002 Personal Folders File’ for creating a new Outlook file with .pst extension.