Yahoo! Mail, the company's free, web-based email service, provides POP email access, allowing users to access their email inbox from an email client on their home PC. Using the POP protocol, you can download all of the messages in your Yahoo! Mail inbox so they can be locally archived on your machine. All you need to know is the Yahoo! Mail POP settings for your account. Since Yahoo! Mail only allows POP downloads from the inbox folder, you will need to move all of your mail from other folders, that you wish to archive, into the main inbox folder.
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Log in to your Yahoo! Mail account through the main web interface at Yahoo.com. Move any messages you wish to archive into the inbox folder.
Launch your preferred desktop email client. Anything can work since all email clients have support for the POP mail protocol.
Enter the necessary settings into your email client. Each email client will have a different setup though the POP server for Yahoo! Mail is "pop.mail.yahoo.com" and your Username is your Yahoo! ID without the "@Yahoo.com" portion. There is no need to set up SMTP settings if you are only going to archive your email.
Click your email client's send and receive button to download all of the messages from the server. Click "File" then "Export" to export your messages to an archivable format. Depending on your email client you will have an option of the MBox or PST file. Both can be read by the majority of email clients, though MBox has wider support than PST.