How do you store multiple emails locally in Outlook?

Hello all you IT gurus!

I’m a hardware guy, and don’t have much in the way of IT smarts. For a long time, I’ve wanted to be able to save an entire Outlook 2003 folder worth of emails as a group on my hard drive. I’ve never been able to figure out how to do it. I’ve only been able to save one email at a time to my disk.

Is there some easy way that I’ve overlooked?

Thanks!