Ok, I sort of figured it out. I was trying to use a .ost (offline folder). That is why it wouldn't open. But today I used the export and exported my contacts and calendar to .pst files. Then I imported them at home. Worked perfectly.
Now Techno, if you know how to get a copy of my .pst from the Exchange server, let me know, although the main things to me were calendar, contacts and tasks. Of course I can do that now, but in three different files. Convoluted, but works. And maybe not a bad thing, 'cuz if I learn Visual Basic (always good to learn something new), I can write a macro to automate the sync. But that is a future project.
Now I have to get my Outlook data into my Zaurus and my Mandrake (Kontact PIM) on my desktop. After that, no more having to look in 3 or 4 places for that phone number.....But at least I can get everything from work to home and vice versa.