Create a temporary Calendar folder (File-Folder-New Folder), call it tempcal and make sure it is for Calendar items.
Go to the Calendar folder you want to export from, and change your view to All Appointments (click View-Current View-All Appointments)
Sort the appointments by Start time (click on the column header Start Time)
Now, you can select the first item you want to export by clicking it, and then go to the last item you want to export by holding the SHIFT key and clicking it. Now that you have selected all the appts you want to export, drag them to the tempcal folder you created above WHILE HOLDING DOWN THE CTRL key (so you copy the appts).
Now go to the tempcal folder, change the view to All Appointments, and now sort it by the attachments (click on the paperclip in the column headers). Now you can remove all the appts that dont have attachments.
Then, finally, you can export the tempcal folder to a .PST file.