Create a mailbox using the Mail app preference panel (e.g. Jan 2001), drag all your mail you want to archive for that month into the mailbox. Quit Mail and go to your home library and find the Mail folder, open it and remove your newly created mailbox containing all your archived mail. I would then store this on a removable disc if my CD RW was recognized. For now I just store it on the hard drive of another Mac on my LAN.