Hi Cameron. I have moved your post here at the Reading and Writing Messages forum.
I suggest that you try the e-mail archiving feature of e-mail clients. Here's how to setup your account on an e-mail client.
Go to:
http://windowslivehelp.com/solutions/settings/archive/2009/01/06/send-and-receive-windows-live-hotmail-emails-from-a-mail-client.aspx