To copy the contents to another folder in a fast way, create a new folder in Local Folders in Outlook Express and select it, then cose OE and go to where it is located (if you right click on the mailbox, it will tell you where it is stored). Copy the original file (you will see that files have the actual folder names) somewhere else. Rename that one with the name of the new folder ( the one you created in OE) and move it to the riginal folder where the dbx are, overwriting the existing one (it should be about 74 Kb big).
To copy it to your Zip drive use the regular procedure you would use as for any file, or copy the file again into the zip drive.
To delete many messages in OE, select one, scroll as much as you like/need and with the shift key pressed, click on another mesage. That should select all the messages between the first one you selected and the second one.
To delete them permanently, hold shift key and press delete and say yes to the confirmation window. If you do the same without pressing shift, OE will just move them to the ?Deleted Items? folder.