I have to ask for a little more detail on this. What exactly do you mean by "save to the correct file of the server"?
I have my clients .pst files saved on the server by default. So, technically, there is nothing you couldn't save within outlook that wouldn't already be on the server. This is as simple as moving the current outlook.pst file that is in use to a server location and directing outlook to use the file in that particular location. You should be able to find this under tools>account settings>data files tab. This will tell you which files are in use, where they are located and provide options for selecting a different location. My recommendation is that, if you choose this option, you locate your current outlook.pst file via the data files location. Close outlook and navigate to the location where the file is and copy it to a network location. Next, open Outlook and direct the data files location to the network file share.