EAFedler, thanks for responding after so much time. This is what happenes:
I go to Outlook, and open "File," "Open" and then "Outlook Data File." In the Data File there is a folder and four ".pst" files: Outlook.pst, Outlook1.pst, Outlook2.pst, Outlook3.pst and Outlook4.pst. have nothing in them and Outlook.pst has no messages. I then try to copy the Outlook.pst file to my thumbdrive but get an error message. (See attachment.)
There must be an easy way to do this but I haven't found it. If you could provide me with more instructions, I would appreciate it.