If Outlook 2010 will not save your password, and you are connecting to a Microsoft Exchange Server, give this a try….
In Windows 7 (x64 or x86), start the Credentials Manager in your Control Panel.
In Windows XP, go to the User Settings.
Remove all saved entries that have anything to do with your Exchange Server or your Domain Credentials. They would look like:
Then start Outlook and enter your credentials, saving your password.
Then restart Outlook and it should go right in!