Question about Outlook Express

We are running Exchange 2010.  We have a mixed Mac/Windows environment.  I have a couple users moving to Win7 from OSX.  They have some emails stored locally in Outlook 2011.  I need to export these and import them into Outlook 2010.  Microsoft in all it's infinite wisdom has setup Outlook 2011 to import from a .pst but cannot export to a .pst.  Any suggestions as to the best way to do this?  And before you post, no, throwing the emails back into their Exchange mailbox is not an option.  There are way too many of them.

Thanks