While cloud-based email systems like Gmail are very handy, it's also sensible to keep a copy of your mailbox on your local PC for safety and security. In fact, it's a good idea to ensure that all your cloud-based services are backed up to your own computer, to avoid forgetting where each type of information is stored.
In the case of Gmail, here's a really handy program for Windows which will back up your entire mailbox to your PC. Each message is stored as a separate text file, so you can retrieve or search them should you lose access to your Gmail account.
The program is from UpSafe and it's called Free Gmail Backup. It's a 6 MB download from http://www.upsafe.com/free-gmail-backup/ that should work on all recent versions of Windows. The program is malware-free according to VirusTotal and Web of Trust. By default, the program buries your backups in your AppData folder. If you'd prefer them to be somewhere else, such as your desktop, make sure you change the data destination before you run a backup. It's all on the options menu.
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