Its better to shut down Windows with Outlook still open, than to…
Interesting comment from the Le Café Central de DeVa blog.
…it may be better to shut down Windows while Outlook is still running. Also it's recommended that you do this instead of exiting Outlook and then shutting down Windows shortly after that.
This is something I never would’ve imagined on trying, but I will try it from here on out and let you know how it goes. Anything is better than a corrupted Outlook data file.
Read the rest of the article:
http://blogs.msdn.com/deva/archive/2008/06/04/outlook-performance-outlook-data-file-pst-or-ost-file-issues.aspx