Your personalized files stay on the machine they were created on. Basically you cannot move them easily machine to machine. You can by making a .pst file but that works well only as a backup of your messages and contacts. If you use Outlook with Exchange and not Outlook Express, these will work machine to machine but you are using a web client as explained next.
However you can build your address book in the webmail client of your email (every e-mail system I am aware of today allows this) and it is there wherever you get on webmail and your mail not downloaded to a machine (and removed from the server, but removal is default) is always there. I use Eudora sometimes at my apt, but I am usually using the webmail client there and use always at PCs away. You can get to your email using webmail by going to the link provided by your isp or e-mail provider such as www.att.net or www.gmail.com. You can then enter addresses in the address book and those will always be there when you go in your webmail from any PC on the Internet anywhere in the world. This works real well when using a different than your primary machine. You can set your signature in it, etc. I use it on my laptops, in my work computer, on friends computers, etc.
To keep Outlook Express from downloading go to Tools, Internet accounts, click mail tab, click the account name and click Properties, advanced tab, check Leave a copy of messages on server which is in bottom of box. Then click OK several times back to your main view.
Thank you to Nick for the question.