You could do it manually, by exporting your mail to a file and saving that. Then if you need to, you can re-import it back in.
If you have a POP mail account with enough space, you could set your email program to simply leave the mail on the mail server. So you have two copies, one on your PC, one on your ISP\'s server. If you have to redo your PC, or need to check mail from another PC, all your mail is still accessible. Two problems with this though, are you would probably run out of space on your ISP\'s server (might have a 2MB limit, for example) and what happens if your ISP\'s server crashes and they don\'t have backups?