Use the Shell to export a user's primary mailbox to a .pst file in Exchange 2010

A mailbox export request is a process of exporting mailbox or archive data to a .pst file. You can create more than one mailbox export request per mailbox, and each request must have a unique name.

You can't use the Exchange Management Console (EMC) to create a mailbox export request. You must use the Exchange Management Shell.  

Prerequisites

To export a mailbox or archive, you must first create a network shared folder. You need to grant read/write permission to the group Exchange Trusted Subsystem to the network share where you'll export or import mailboxes. If you don't grant this permission, you'll receive an error message stating that Exchange is unable to establish a connection to the target mailbox. 

New-MailboxExportRequest -Mailbox nimish -FilePath \\exsrv01\PSTFileShare\nimish_exp.pst