Open up Microsoft Outlook Express. Goto Tools > Options > Maintenance Tab > Click "Store Folder" Button
Right click on the location and "Select All", it should turn blue. Right click again and "Copy".
Goto Start Menu > Click "Run..."
A text box will appear. Right click and "Paste", Click "OK"
A folder should appear with various files (eg contacts.dbx, inbox.dbx, etc). Copy these files to another location on your computer or CD/USB.