Hi
From "another" machine, means from an other employer who had Enterprise Vault? Or from your current employer where you still have Enterprise Vault?
In both options:
Speak to the Enterprise Vault Admin / Support, as Wayne suggested, and tell him that you want your archived data as an export in a PST.
You can't just move shortcuts into the PST, this does only work if you have Enterprise Vault installed on your system, and you are connected to the Enterprise Vault server.
Cheers
Michel