http://www.microsoft.com/downloads/details.aspx?familyid=8EBBBA59-5F17...52-8980
Download and install this. Follow the guide on how to setup the Microsoft Outlook.
Then Create a new outlook DATA File on your local hard drive. Once Outlook has downloaded all your emails you can copy them into the new local data file. When setting up the new Outlook files make sure that when setting them up to make them unencrypted.
Once you have copied the emails over to the new file you will be able to burn the newly created PST file to a CD or DVD and Walla!!!