Once you have done so, press the Next button. The next screen will ask you to select the folders that you wish to back-up, select the relevant folders or click All Folders. Please ensure that you specify an empty directory. Please ensure that you back your messages up to a safe location such as your 'Documents' folder. The next screen will ask you to specify a location to where your messages will be backed up to, use the Browse button to navigate through files and folders on your computer. The first screen will ask you to specify which format you wish to export your mail to, from the list please select Microsoft Windows Live Mail and press Next. From the File menu, select Export Mail then Email Messages.