Locate the .dbx files that contains your email - find storage location by
choosing Tools, Options, Maintenance tab and check the Store Folder entry.
Copy and paste this address into your Start, Run dialog to open it, then copy
the files to a backup disk.
If you prefer: http://www.oehelp.com/OEBackup/Default.aspx
This is a simple program to back up the following:
Address Book files (.wab)
DBX files (Outlook Express 5.0 and greater)
Registry Entries:
Address Book
All Identities