Most people leave all their messages in the in-box, which results in chaotic clutter.
A better approach is to create folders in which you can file at least some of the messages you'd like to save. You may wish to create separate folders for work-related messages, personal messages, or messages from certain people. To create a new folder, select New Folder from the File menu, then enter a name for your new folder. Outlook Express will create the new folder within the folder that is selected, so make sure Local Folders is highlighted when you begin if you want to create a top-level folder. To move one or more messages from the in-box to a folder, drag the selected messages from the Message pane to the appropriate listing in the Folder pane.