go to file then export them to a file, or what I do is go to inbox right click you will get something like this
C:\Documents and Settings\NAME\Local Settings\Application Data\Identities\{D610B62D-A4E3-4FE0-A4BD-E595F614E24D}\Microsoft\Outlook Express\Inbox.dbx
where NAME is that will be relevent to your pc set up follow the address and save the files you want, I do it as a back up for all emails sent etc and if I want a copy on anothere pc I just replace the files with the ones that have the messages I wanted to keep, it is essayer if you save them to a single file that you have made and just save that one
Proteus