Ok worked it out
To set the delivery location, follow these steps:
On the Tools menu, click Services.
In Services, click the Delivery tab.
In the "Deliver new mail to the following location box," click to select where you want to send and receive messages.
If you set up a computer to use Remote Mail, you must click the name of a personal folder file. If you set up a computer to use offline folders, you must click the name of your Microsoft Exchange Server mailbox.
Click OK.
Quit and restart Outlook.