If you use Google Gmail, there is a fantastic utility which allows you to back up all of your e-mails to a folder on your computer. You may wonder, why bother, since Gmail has never deleted any e-mail before, but since Gmail is a free service, there are no guarantees that they will not change that policy in the future and limit the retention period for e-mails.
Gmail Backup can be downloaded by clicking here. The program was last updated late in 2009, but still works perfectly as of December 2012. You simply type in your full Gmail address (YourName@Gmail.com or if your company hosts its e-mail with Gmail, then YourName@YourCompany.com) and your e-mail password. Choose a folder to back up the e-mails to on your computer, and select a date range of e-mails to backup.
Click on Backup, and your e-mails will be transferred to the folder you specified. The messages can be opened by any program that reads .eml format. If Gmail ever decides to delete e-mail or you ever lose the e-mails, you can restore them by clicking the restore button.
More information about Gmail Backup is available by clicking here and is definitely worth the download if you want a simple method for backing up your Gmail messages.