I found it.
C:\Documents and Settings\*USER*\Application Data\Microsoft\Outlook\*.NK2 is the file that holds those 'autocompleting e-mails'.

However I was wondering if you can use some sort of shared folders (like with IMAP), but still using POP3. I know that you can connect Excel with a database, but is it possible to do it with Outlook? For example to make a connection with some database that has the contacts.