Backup Microsoft Exchange 2010 user account, PowerShell

Open Exchange Management Shell

Assign your administrative user permission to do the import/export thing:

New-ManagementRoleAssignment -Role "Mailbox Import Export" -User yourusername

Backup mailbox:

New-MailboxExportRequest -Mailbox username -FilePath \\server\share\user.pst

Do not backup on the same server - \\exchange\share
Do not backup to \\computername\c$\
Do not backup to c:\username.pst


Take completely another server,
create shared forder,
assign "Exchange Trusted Subsystem" group or Everyone to make it work.
.

At the end:

\\anotherserver\share

To see the status execute:

Get-MailboxExportRequest

or:

Get-MailboxExportRequestStatistics