Outlook can't find .pst file

I am trying to migrate from Windows Live Mail to Outlook 2003 (which I have never used on my Windows 7 PC, although I use Office 2003).

I set up Outlook and my email account details, and Outlook's test message was received successfully (by Windows Live Mail).

But then when I tried to start Outlook, I got this error message:
Microsoft Office Outlook
Unable to open your default e-mail folders. Outlook could not start because a data file to send and receive mail could not be found. To add a data file, such as a personal folder file, double-click the Mail icon in Windows Control Panel.

I tried this but the only options open to me were modifying the mail settings I'd just set, or
Change settings for the files Outlook uses to
store e-mail messages and documents.

When I tried this by clicking the Data Files button there was no pst file listed. When I clicked Add, the only option available was
Business Contact Manager Database.

I tried it (it looked wrong but what the heck) but got another error message:
The .DLL file for the information service could not be loaded.

Help! I can't import or restore a pst file because I've never had one . . .

Thanks in advance.

I have and use Outlook 2003. I would run the "Detect and Repair" in Outlook 2003 (In the Help dropdown list) and then when you try another test message to yourself from Outlook 2003, do not have Windows Live Mail running so that the message comes to Outlook 2003 and see how that works.

When I installed Office 2003, Outlook installed with all defaults and I didn't have to manually add or change anything. If the detect and repair doesn't work, you probably should consider reinstalling Outlook 2003 or even uninstalling Office, restart the PC and then do a fresh install (this won't delete any user data).

Hi toc,

maybe you pointing wrong path of pst file.
you can check and set pst file via "tools > email accounts"
view and correct your pst setting..

Thanks to everyone who responded.

fireberd nailed it: I had to reinstall Office 2003 in its entirety before Outlook would work.

Now I face another problem. Sigh.

Outlook 2003 cannot, as far as I can make out, import mail settings and the mail itself from Windows Live Mail.I'm doing a search on the Microsoft site for a solution and if I can't find one I'll be right back here pleading with you nice folks for help again.

Cheers.

This time I found the answer myself rather than boring people.
In case anyone wonders, the solution is to export Windows Live Mail serttings etc in Microsoft Exchange format, then import them into Outlook 2003.
Once again, thanks to all.