Outlook 2007, Outlook 2010 and Outlook 2013 do support reminders across folders in additional pst-files but by default this option is disabled.

To enable reminder support:

1. Right click on the top of the section fruux and choose Data file Properties…
   
   
   
   
   
   
2. In the Properties dialog enable the option Display reminders and tasks from this folder in the To-Do Bar.
   
   
   
   
   
   
3. You’ll be prompted to restart Outlook.

Once restarted, reminders are activated.