I have tried to edit the previous post to avoid double posting but I haven't been able.
Anyway, it worked perfectly, thank you very much Larry and Diane. My mistake is that I was searching for "Archived emails" rather than "data files".
Thank you people. I swear I was searching on the whole Internet around 1 hour. I will try tomorrow at work to fix it and let you know here if I have some more issues.
Till now I can tell you that in Outlook 2007, by default, they where no show
Workaround: dragged and dropped the mail to...