.pst file

I have Outlook 2002 and Windows XP. I followed the instructions for "Move
contacts to another computer and Copy files to a CD. I can't open the file
on the CD, and I can't open the file where it's located in C:\Documents and
Settings\user\Local Settings\Application Data\Microsoft\Outlook. I get the
error message, "Adobe Reader could not open 'My Contacts Backup.pst' because
it is either not a supported file type or because the file has been damaged
(for example, it was sent as an email attachment and wasn't correctly
decoded)." Do you know what I can do to open this file?
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Jubilee