IF you have more than one partition, you can designate a partition (other than the OS partition) to store all e-mail messages (and other settings - this requires extra work). This will avoid the repetitive copy/paste procedure everytime you reinstall the OS. To designate a storage location, go to Tools->Option->Maintenance->Store Folder, and change the default location which is the same as what burned out said above.
Once you change the store folder location, all past/future e-mails will be saved in the new location, and when the disaster strikes (i.e., OS corruption), your e-mails will be safe.