To make the above procedure even easier (in future) you can change the folder your messages are stored in to somewhere more usable. You need to create the new folder then in OE select 'tools', 'options', 'maintenance', 'store folder' and navigate to your new folder. (You can then import all your old stuff to your new store ('file' 'import' 'messages' from within OE) - or just copy the files from their current store to the new one from outside OE.
You can also back up/copy any messages by dragging and dropping. Just click on a message (or several) and drag it to a folder of your choice (or CDR). You get individual ***.eml files for each message rather than a single encrypted inbox.dbx file. Dot.eml files can be opened in Word for instance.
You can easily back up/copy your address book from OE by going to 'tools' 'address book' 'file' 'export' and then choose your destination.