Microsoft Exchange uses a nasty database to store all the users mailboxes. Picture it as a big black box, email goes in and there it stays in a locked-in proprietary form. If users lose any email then tough: you cannot just browse through a backup of the database and drag and drop the message, you have to jump through very small high hoops: mount a backup of the database and restore the whole mail box. It's a horror unless you invest in third party tools.
BUT I came across a Better Way. Download a tool from Microsoft called ExMerge. This tool allows you to export all the messages in a user's mailbox to a .PST file. This file can easily be opened in outlook and manipulated with drag and drop. Should you be unlucky enough to lose your exchange database you can reimport the .PST files back into Exchange. Should a user mess up their mailbox, give them the PST file and let THEM sort it out!
Exchange backup strategy:
- daily dump of all User's accounts to PST files (actually it synchronises the account with the PST files so it copies the differences which is much faster).
- put PST files into standard backup/archive strategy. To be safe, do this in addition to backing up the raw exchange database.
This makes it easy to restore a user's email from a particular date: get the PST file from the tape and open it in outlook.
Best of all, ExMerge is a free download.
The main problem running it on the Exchange Server is that the login account it runs under needs to have 'Receive As' and 'Send As' permissions on the mailbox. It is trivial to schedule it to run every day from the windows scheduler.
Twitterings

Good of MS to help out. MS SMS Sender is also good.