Change the Store Location for Windows Live Mail 2011
To make it easier to make a back up of all your messages in WLM 2011, start by changing the store location.
First, decide where you want to keep the folder with all your messages. Usually a folder in Documents (or My Documents) is where folks choose to keep their messages. This makes it easier to find when it comes time to make your backup to external media.
Make your folder and name it 'Windows Live Mail Store' without the quotes. If you need help for making a folder look at this page.
Next click the down arrow the tiny mail icon. (Above the Email Message icon) Screenshot
When you click the down arrow a dropdown menu appears. Select 'Options' then Mail. Screenshot
Now the various Options dialog box will come up. Screenshot
Click the Maintenance button and select 'Store Folder'. Screenshot
This will bring up the current location box with options to Change, OK, or Cancel. Screenshots
(Windows Mail, Windows Live Mail and Outlook Express all can change the location the same way)
Once you have changed to Store location, back up the entire folder to external media (flash drive, external hard drive) and keep the backups current.