Yup, I agree. To delete the shortcut from Outlook, you can use the Outlook search. Just look for Message Class "IPM.Note.EnterpriseVault". Below is decription of Export options.
Export archives to PST files
Use this option when:
You want to give a user a personal copy of archived items, perhaps to use when out of the office.
You are sending individual mailbox archives somewhere for safekeeping.
You are moving a mailbox, and you want to move the user's archived items without first restoring them to the mailbox.
Export archives to their original mailboxes
Use this option when:
You are transferring mailboxes and want to send the users' archived items too.
You have been running a pilot installation of Enterprise Vault and now want to copy everything that has been archived back to the original mailboxes.
Export a single archive to a chosen mailbox
Use this option when, for example:
A person takes over an existing role within the company. You could export everything archived from the old mailbox with the 'Business' retention category to the new mailbox.
There is a legal investigation: you could copy everything that has been archived from a particular mailbox to a new mailbox, ready for investigation.
