My suggestion is:
1. Download and install the e-mail client Mozilla Thunderbird.
2. Make an imap connection to your hotmail account
3. Make local folders in Thunderbird
4. Copy your mails to those local folders.
Using pop3 is possible also, but that only sees the input folder of your hotmail.
Don't forget to make a backup of your local data!
I have an old Hotmail account that has now been changed over to Microsoft Outlook Email Services,you cant sync to windows live mail anymore,otherwise i could do it that way,i want to back up all my emails from what was Hotmail to my hard drive,i have googled and googled but cant find a way of doing it,does anyone know how i can do this,i have a lot of emails that i want to keep and have been using my Hotmail to store them,hope someone can help...

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