This short guide shows you how to save your mail locally using Thunderbird, a cross-platform, free, email client. First configure Thunderbird so that you can retrieve your University mail. Once you are able to retrieve your mail using Thunderbird, do the following steps. You may be able to adapt these steps to other programs as well.
To move messages from Thunderbird to Outlook Express or Outlook, see the tutorial here: http://www.broobles.com/imapsize/th2outlook.php or just use Outlook Express to download your mail (see below for information about this option).
If you're using Windows XP, you probably have access to Outlook Express version 6. Configure Outlook Express to retrieve your school mail. To download the contents of a folder in Outlook Express 6, click to select the folder that has the messages that you want to download. Then click on the Tools menu. Next select Mark for Offline and click on Download all messages later. The next time that you click on Send/Receive all of the messages that have been marked for download will be downloaded and available offline. If you have a lot of messages, you will need to be patient as the messages download.
Check the Outlook Express help for additional information - look up "downloading messages". To locate where Outlook Express has hidden these files, take a look at this tutorial about backing them up:
http://www.sitedeveloper.ws/tutorials/outlook.htm#outlookexpress