You need three things on your client system before running the command (this is not recommended to be run on the Exchange server itself)
- Outlook 2003+
- Exchange Management Tools 2007 or 2010
- A configured Outlook profile with a folder for the export
get-mailbox –Database "Mailbox name" | Export-Mailbox –SubjectKeywords "Keyword" –TargetMailbox "Your mailbox" –TargetFolder 'Pick one'
The fields that need changing are in red. If you have multiple databases, the command will need to be run multiple times, and of course, the larger the databases, the longer it will take to run.
Ps. Thanks to SL @ TM for this tip.