Helping people with computers... one answer at a time.
To save mail from a webmail service you need to download it to your machine. Not all webmail services make saving email easy, so we improvise.
At my Yahoo email account box i have more than 3000 messages already read. I would like to keep some of them "forever". How could I transfer them to a safer place, like a pendrive? I know that some email accounts (Yahoo, gmail...) say they will keep them, but...things change, we all know that.
It's not just that things change, things break. Passwords get forgotten. Email accounts get lost.
Depending on exactly what you want to do I can think of two general approaches to save email for posterity. One, at least, will work with any email service. The other will depend on exactly what features the service provides.
My (strongly) preferred approach is to use a POP3 email client, like Outlook, Outlook Express, Thunderbird or any of a hundred or so others, and download your email to your PC. Once downloaded you can typically save individual messages however you like - my favorite approach is to create a special folder in the email program and copy things there.
One of the reasons I recommend it so strongly is that it's also my recommended approach to backing up your webmail, regardless of how long you plan to keep it. As I said above, stuff happens, and having all of your email saved on your PC (where you should also be backing it up along with all of your other important files) means that even if the webmail service goes away completely, you haven't lost your important messages.
Windows Live Hotmail now supports POP3, as does GMail. Yahoo, unfortunately, apparently only supports it in some countries. There are unofficial POP3 add-ons that may allow you to access Yahoo and other web mail services.
An alternative, of course, is to forward your important emails to a service, like perhaps GMail, that you can then download from.
Print to PDF
I think of this as more of an archival approach, but since almost every webmail service has some kind of function to print a message, you can use this function in conjunction with a PDF printer to create PDFs on your PC of specific emails that you want to save.
If you don't have a PDF printer, I'm partial to the free PDF Creator. Download and install that and you'll find a new "printer" on your machine. Anything you print to that printer will be saved as a PDF.
Here's your question, which I get by email, saved as a PDF, and displayed in Foxit Reader:
PDFs have become fairly universal, and as I said above, you can save just about anything you can print: email - plain or HTML - web pages, documents and more.
The downside is that once printed it's no longer email, so you can't easily use it again to, say, forward or reply. If that's your real intent then I'll refer you back to my first suggestion of downloading into an email client.
You can still print to PDF from there for archival, if you like.