Method 1: This method will restore all the MSN e-mail you backed up to your My Documents folder.
Sign in to MSN with the account that has the e-mail you want to back up.
On the Help & Settings menu, click Settings.
Click Change your E-mail Settings.
Click Import or Export e-mail, copy e-mail, or import contacts.
Click Copy E-mail, then click Next.
Select Open your saved MSN e-mail.
The Save As dialog box will show a default location of C:\Documents and Settings\ [user name] \My Documents. Do not change this path. Click Next, then click Done. Note: E-mail messages restored through this method are saved in the Stored Messages folder under Folders on My Computer.
Method 2: This method will let you select the e-mail messages you want to restore from a folder on your desktop.
Sign in to MSN with the account that has the e-mail you want to back up. If you can’t get online, select the Work Offline option before you sign in.
Click the Mail & More button.
Open the MSN Mail folder that you want to restore e-mail to.
Resize the MSN window so that you can see the Saved E-mail folder on the desktop.
On the desktop, double-click the Saved E-mail folder.
Drag the e-mail messages that you want to restore from the Saved E-mail folder to the MSN Mail folder you opened in Step Three.