Setup your Hotmail account as another POP account in your Outlook or Outlook Express. The settings is:
POP server: pop3.live.com (Port 995)
POP SSL required? Yes
User name: Your Windows Live ID, for example yourname@hotmail.com
Password: The password you usually use to sign in to Hotmail or Windows Live
SMTP server: smtp.live.com (Port 25)
Authentication required? Yes (this matches your POP username and password)
TLS/SSL required? Yes
Create a new folder inside your email client. Setup a new message rules to move all Hotmail’s messages to this new folder.
Now, can you start downloading the messages inside Hotmail to your email client.