Action Microsoft.Crm.Config.Client.InstallPstAction failed.
The fix based on Microsoft KB http://support.microsoft.com/kb/2496442 not always works. To resolve the issue give the user write permissions on the following file:
C:\Program Files\Common Files\System\MSMAPI\1033\mapisvc.inf
This will resolve the problem. If you deploy CRM client via GPO or other similar deployment methods, make sure you configure a script to amend permissions on this specific file otherwise you will end up getting random users reporting the problem.