Maybe this will make you feel better..
http://home.epix.net/~tjwagner/gates.html

Also, maybe you could switch to Outlook98 instead. I'm not sure with Outlook Express but with Outlook you can Archive messages, place them in different .PST files for backup purposes and export them.

I've never lost a message and I've been using Outlook98 since...well, 1998. (just went to Outlook2k).