If you use the Cached Exchange Mode in outlook here's how to do :
Click on Tools>Select E-mail Accounts Microsoft Exchange Server>Change>Check the option "Use Cached Exchange Mode"
The proccess will create the .ost files with all your contacts in C:\Documents and Settings\
And then (http://support.microsoft.com/kb/197577)
Add the Outlook Address Book service to your profile
To add the Outlook Address Book Service to your profile in Outlook 2007, follow these steps:
1. If Outlook is running, click the File menu, and then click Exit to close Outlook.
2. Click Start, click Control Panel, click User Accounts, and then click Mail.
3. In the Mail Setup-Outlook dialog box, click E-mail Accounts.
4. In the Account Settings dialog box, click New.
5. If you see the Add New Email account-Choose E-mail Service dialog box, click the Microsoft Exchange, POP3, IMAP, or HTTP option, and then click Next.
If you see the Add New Email account-Auto Account Setup dialog box, proceed to the next step.
6. In the Add New Email account-Auto Account Setup dialog box, type your name, e-mail address, and password, and then click Next.
7. When you see the congratulations screen, click Finish.
8. Start Outlook.
To add the Outlook Address Book Service to your profile in earlier versions of Outlook, follow these steps:
1. Start Outlook.
2. On the Tools menu, click Services.
3. Confirm that the Outlook Address Book service is in the list of services. If it is not listed, click Add.
4. In the Available Information Services list, click to select the Outlook Address Book, and then click OK three times to close all dialog boxes.
5. On the File menu, click Exit and Log Off.
6. Restart Outlook using the same profile.
7. Right-click the Contacts folder, and then click Properties.
8. Click the Outlook Address Book tab to verify that the Show this folder as an e-mail Address Book check box is selected.