There are two ways that I have done it... one is to export from within Outlook (File -> Export if I remember rightly). The other is to do a search for a .pst file on your hard drive and make a copy of that. You should then be able to reimport that into Outlook when it's reinstalled. Note that when i did it I had to import the file a couple of times, once to get the emails and once to get all the calendar entries. I'm sure there is a more elegant way of doing it but it worked for me!
I did lose all my mail rules but I wasn't really bothered about them, not sure if you can save them.
If you're going to find the .pst file method, make sure you get a copy of the correct one!