If you have an exchange server, you most likely have had people leave your organization, and than needed a copy/backup of their mailbox. Well here are the basic instructions to export that mailbox to a PST file:
New-ManagementRoleAssignment –Role “Mailbox Import Export” –User "DOMAIN\USER" (replace "DOMAIN" with your domain and "USER" with your user that resides within your domain for which you would like to allow this export) Thereafter the 'New-MailboxExportRequest' command worked perfectly for me. New-MailboxExportRequest -Mailbox USER -FilePath "\\SERVER\SHARE\USER.pst"
NOTE: You must have AT LEAST SP2 installed on your Exchange Server for this to work AND make sure "Microsoft Exchange Replication" service is started and running in services (by default it is NOT).