Set the global auto-archive settings to the appropriate interval:

In Options (on the Tools menu), go to the Other tab and select AutoArchive.

In the AutoArchive dialogue, set a frequency for the archive operation as well as tweaking the settings for the operation.  Note that Outlook must be open and you cannot use Outlook while it archives.

To customize the Auto-Archive process so that some folders have a different (or no) archive interval than the others.

Make sure that the folder display is enabled by clicking on the folder icon at the bottom of your shortcut menu in Outlook.

Now right click on the folder(s) you want to change and select Properties.

Go to the Auto-Archive tab in the properties applet and select the appropriate (or no) interval.