This is know in Office until Office 2007 as .NK2 file.
The e-mail adresses that you type are stored in the .NK2 file under the following path:
%AppData%\Roaming\Microsoft\Outlook\..
There are all the e-Mail adresses stored, that you enterd in Outlook.
In Outlook 2010 this is discontinued and now in the Exchange Mailbox or .pst file.
(http://office.microsoft.com/en-us/outlook-help/where-does-microsoft-outlook-2010-save-my-information-and-configurations-HP010354943.aspx)
Here is a description, how this works now in Outlook 2010:
http://www.windowsitpro.com/article/outlook/Outlook-2010-AutoComplete-Cache-and-Suggested-Contacts-125525