Go to C:\Documents and Settings\Administrator\Local Settings\Application Data\Identities\{124213diaf-KJSFHKJHlkJSFKJ}\Microsoft\Outlook Express
note: those numbers and letters after 'Identities' will be different on your PC
Open that folder and then you can copy the DBX files like Inbox (and whatever other subfolders you have created) onto your CD.
Then just copy those files back into the same folder on the PC after you reinstall everything.