aol,gmail and yahoo are all webmail services, right? In other words, your messages are stored on a web server or mail server somewhere, not on your computer. So, there's no way to backup your messages on a flash drive. If you want to do that, then you need to use an email client (Outlook Express, Outlook, Windows Mail, Windows Live Mail, Thunderbird, etc.), which is software installed on your computer and used to download messages to your hard drive. Gmail can be setup to work with an email client. Getting mail this way is called POP mail. [POP stands for Post Office Protocol.] The free Yahoo! Mail service can not be enabled to work with a POP email client, and I do not believe aol can either. So, of the three email services you mentioned, only gmail can be enabled to work with a POP email client.
You might also look into using an email account provided by your ISP, since such accounts can usually be POP-enabled.
