Hi Briano,
I will help you to copy the emails to an external hard drive. Please follow the steps given below.
Sign into MSN Application >> Click on File which you see on the top left corner on MSN >> Select Copy email >> Select the Radio Button "Save emails" and click next >> You can select browse and save the file according to the location you want to save the file on the computer. Then click Next >> Then copy that file to an external hard drive.
Thanks,
MSN Support Team