Thanks.
I was actually already using (or trying to use) Exmerge but I ran into issues so wanted to check if there was any better way of doing it.
The issue I ran into was that the account I was logged into (Exchange 2003) apparently doesn't have the appropriate rights to allow Exmerge archiving to PST. I was under the impression it was the 'Daddy' account, but apparently not.
Now I have been informed of the account to use that is supposed to have the correct permissions, but have yet to try it out as I ended up doing the PST manually.