Helping people with computers... one answer at a time.
Microsoft's ubiquitous Outlook Express is a very popular email program, but suffers from several limitations. Saving multiple messages at once is one.
In Outlook Express, can the "Sent Items" folder be saved to CD in one step and not message by message?
It depends on what you want to do. Depending on that the answer is either yes, or not really.
Regardless, I have to honestly say that this is one of those cases where I wish you weren't using Outlook Express.
If you're simply trying to backup your sent mail, I would do the following:
Locate your Outlook Express Data Store folder: click on the Tools menu, Options item, Maintenance tab and then the Store Folder button. That will tell you the folder on your hard drive that contains your email folder.
Backup the entire contents of that folder.
It's tempting to back up or save only the "Sent Items.dbx" file you might find there, and it can be done, but Outlook Express is notoriously fragile when it comes to its files. There are interrelationships that often confuse things if not set up just so on restoration.
Speaking of restoration - the only way to reliably view the contents of what you just backed up will be to replace it in to the same place. This is obviously very risky since that means you'd be restoring on top of whatever files had been updated since you took that initial backup. You'd want to do this very carefully to avoid data loss.
Finally, it's also very tempting to just look at the "Sent Items.dbx" folder in notepad. Sadly, it's not a text file, and much of what you see will be incomprehensible.
So it can be done, but it's complex, error prone, and quite possibly not at all what you're looking for.
The ideal solution, of course, would be to select multiple messages in your Sent Items folder and hit Save As.... Sadly, Outlook Express does not enable Save As... when you have more than one message selected, and I know of no other way to actually accomplish this with OE.
Windows Mail (Outlook Express's replacement in Windows Vista) also seems to suffer from these same limitations.
So what can you do?
I have to say that Outlook Express's folder structure and the fragility I see when people try to move, import or export to and from Outlook Express is perhaps the biggest reason I'd personally never use it again.
I realize that it's overkill for just this one issue, but if you really want to solve this problem, I'd switch to a different email program.
In order of things I'd suggest:
Thunderbird stores email as plain text files. If you want to save off your sent mail, just copy the text file that is the Send Mail folder, and you're done. You can even open it in notepad to view your email in plain text, or copy it back into your Thunderbird data store folder with a different name to view it within Thunderbird.
Windows Live Mail, Microsoft's other Outlook Express replacement, uses a different storage format. It's still convoluted, but instead of a single file containing all messages in a folder, Windows Live Mail stores each folder as an actual filesystem folder, and each message is kept as a ".eml" file, also in plain text. Copy the folder contents, and you have what you're asking for.
Microsoft Outlook supports Save As... when multiple messages are selected. The last time I checked, the order that messages were written to in the resulting file appeared random. Other than that it's pretty much exactly what I suspect you're looking for.
I'm sorry the news isn't better. It's possible that there are some add-ons or utilities for Outlook Express that I expect others may post about in the comments, but in all honesty for this and several other reasons, I'd be really tempted to switch programs.