Lost my Outlook.pst file

I accidentally lost my Outlook.pst file and obviously outlook will not operate! Have done several searches and can't find file. Is there some way I can generate a new Outlook.pst file so I can load my calendar and contacts that I have backed up on thumb drive?

Which version of Winodws and Outlook are you using?

I'm using 2002. I just look at the CD and see that there is a repair option that I am going to try tomarrow! Thanks for your reply.