Need to copy or save multiple Yahoo emails


New Email
I have Yahoo PLUS.
I have hundreds of emails from certain addresses and need to save the complete emails and put them on my computer or on a thumb drive.

I cannot open each one, that would take me days.
I tried some program sobolsoft and it did NOT work because it would
only copy all 66,000 emails in my account.

I have Outlook but have never used it, don't know how but could learn.
I can't take any chances in losing these emails, they are very important.

PLEASE PLEASE please help me asap.