If Outlook is not setup to retrieve your mail, set it up to do this first.
Retrieve the e-mail you plan to backup by clicking Send/Receive button in the toolbar.
In Outlook 2007/2010, open File → Open → Import; In Outlook 2003, open File → Import and Export
A wizard window will appear. Choose to Export to a file and click Next>.
Choose “Personal Folder File (.pst)” as the type of file to create. Click Next>.
Select the folder you wish you backup from the list box. If you wish to backup your whole IMAP account, select imap.eecs.berkeley.edu. If you wish to only backup your inbox, select only Inbox. Click Next>.
Choose the location where the backup file will be saved. Click the Browse… button to specify an exact location (Make sure you will be able to find the location of this file later and that the directory exists!). Click Next>.
Type a name for the backup folder into the name textbox (It is better to choose a name that is different from any folders you already have in order to avoid confusion). Click OK.
Your e-mail is now backed up. You may open your saved pst file from within Outlook to view the contents.