Outlook Express has a different data structure than Outlook does, so you'll need to back up different files. Express is messier than Outlook; it stores your email in multiple files, and you'll have to back up all of them, rather than just a single file, as you do with Outlook. And you'll have to back up Registry keys as a way to save your personal settings.

Mail messages in Outlook Express are kept in files with .dbx extensions. To find out their locations, open Outlook Express and chose Tools > Options > Maintenance > Store Folder. Go to that folder and back up all the .dbx files. Expect to see a lot of them; two dozen or more are not that uncommon, depending on how many mail folders you have. Then, to restore them, just copy them back to their original folders