Well, maybe... There's a program called YahooPops that I use with my Yahoo account. It lets you use Yahoo with a POP3 client without paying for it. It basically screen-scrapes your Inbox. If all of your emails are in your inbox (or if you move them all there..) I don't see a reason why you wouldn't be able to download them all into your POP3 email reader.

Worth a shot, anyway, unless I'm misunderstanding what you're trying to do here.