Amic Email Backup is a free tool for Windows that takes care of creating backup copies of the messages that you have stored in your email client. It supports all of the most common services, like MS Outlook, Outlook Express, Eudora, Netscape Messenger, IncrediMail, and PocoMail.
Not only can you make backups of your messages, but you can also save the configuration settings of your client in case you need to restore them in the future. You can even use this same program to carry out the restoration process.
Amic Email Backup can also be programmed to automatically make your backup copies, so you don't need to worry about having to remember to do it yourself.