BTW fuzzy, I just did this, its very easy and quick (depending on amount of emails. I have 3000 (quality non-spam), amassed in about 2 or 3 months)
It would be a good idea to do a remote back-up of this too. I'm going to upload it to a secret place on the web (which is protected against entry), and a usb drive and a cd
I might even send a CD to a friend so I have an external back-up too.
You can never be too sure