It says in the help section:
"To compact and back up mail folders
Select a mail folder, click the File menu, point to Folder, and then click Compact.

To back up the folder, find the folder file, and then copy it to a backup folder, floppy disk, or network drive. Outlook Express mail folders have a .dbx extension (for example, "Sent Items.dbx"). "

I compact it and the use the find function but no file exists with that extension .dbx?

I need to backup all my saved emails..

Thanks in advance

You can click on file then export.  Then back them up on floppy etc.

Search for *.dbx

Never trust Bill Gates !!

I copy the original folders to CD-ROM (or floppy if you have VERY little email). For WIN98 you can find them in C:\windows\application data\identities\{a_whole_bunch_of_numbers}\microsoft\outlook express.

You'd be best back up this whole directory, and I suggest you "compact all folders" first. Good luck.

Did that (after compacting) nothing came up?

It runs the process but where does it export them to? No option for directory or such.

Running 2000 professional.. outllok express folder just has dll's

Try searching for a *.pst file and back that up.

None of those and I tried a search for all files created in last 2 days.. nothing pertaining.

It should be as satcong says. Even with Win2K Pro, OE 5+ uses .dbx files.  I run OE 6, and I've got .dbx files, and my fiancee just backed up her Win2K Pro system using the .dbx files.  You're sure you've checked the whole HD?

But... I've had a similar problem before, and there is a workaround.  It's ugly... but it'll work.  Select all of the messages in a folder.  Right-click, then click on forward as attachment.  Either email it to yourself (on another account) or File->Save As and save it as an email (.eml) and back it up on disk.  

To restore you just open it up and save all the emails.  Points off for style, but it gets the job done.

Viper Out

Win2k the mail boxes are stored:
Documents and settings\{Username}\local settings\application data\identities\{long ass description}\Microsoft\Outlook Express

Copy these for backup. Easy as that.