http://windows.microsoft.com/en-US/windows7/looking-for-windows-mail
Windows Mail , windows Live mail
http://support.mozillamessaging.com/en-US/kb/profiles?s=backup&as=s#w_on-windows-2000-and-xp
Thunderbird
download:
http://www.mozillamessaging.com/en-US/thunderbird/
Outlook express:
Tools, Options, on the Maintenance tab, there's a button labeled Store Folder. Click that and it will tell you the folder containing your email folder.
Outlook:
Tools - Account settings - Data Files look where pst file is sitting
you want to backup that to the server while outlook is closed