Open outlook express.
Choose Tools-->Options from the menu
Click the Maintenance Tab
Click the "Store Folder" button (3/4 way down the page)
This will give you the path to all the files that hold your e-mail with one file for each folder such as inbox,sent items etc. (they will have the extenstion DBX)
Navigate to that folder with the windows explorer and save the files as appropriate.
Next you can save your mail account/accounts as follows
Choose Tools -->Accounts
Click the Mail Tab
Select your accout
Click the Export button and save as appropriate.
Your windows address book is normally located at
C:\Windows\Application Data\Microsoft\Address Book and will be of the form "Yourname.WAB". (if yours is not there then simply search for *.WAB and it should find the relevant location).
Now to replace the mail messages after re-installing windows then you simply need to copy the saved DBX files back over the new ones created by outlook. NOTE that if you created your own folders in addition to the standard ones (Inbox etc) then it is best to create these folders again first before copying the data to the folder. IE only copy data over existing folders, don't copy folder data where there is not already a file of that name.
To replace the mail accounts choose Tools -->Accounts
Click the Mail Tab and then click the Import Button.
For the address book you can simply overwrite the new blank one with the saved one
