1. Download Mozilla Thunderbird ( http://www.mozillamessaging.com/en-US/thunderbird/ )
2. Set it up to download messages from your Yahoo account (go into settings in Yahoo, turn on POP/IMAP. They will give you directions to set it up.)
3. Go to your Inbox in Thunderbird. It will download messages for a while. After that, all your emails will be saved on your computer, and you can access them whenever you want to.