If you right click on the user's mailbox in the upper pane, there ought to be the option to dump a PST (I don't remember the wording, but it's the only menu item). Load that PST into Outlook (2003+), and you should be able to drag/drop anything from there.
Note that these PST's will not work with Exmerge, as they're unicode PSTs, and GRO seems to fail when you force Outlook to generate ANSI PSTs via Group Policy. If you ever need to use Exmerge, mounting a recovery point to a drive letter lets you use the Recovery Storage Group pretty easily, and without copying the whole Exchange database to a temporary location.