Your best bet is to make your e-mail backups a part of your regularly scheduled systemwide backups. Outlook Outlook stores appointments, contacts, e-mail, and other critical information in a file named outlook.pst. For 'Look in', select Local Hard Drives. To save your contact list, an e-mail folder, or some other file, select File, Import and Export, and choose Export to a file. Then select the folder that you want to export, and specify the destination location.
Slipstick has more information on Outlook backups.
Use Windows Explorer to copy the files to another folder, a Zip drive, or another medium. Repeat the steps to back up your address book. If you use Express 5.1 and have a Hotmail account, you can back up your address book to the Hotmail Web site. Just like that, all of your addresses are safe and sound. There's probably a folder with your name on it.