If you use a Professional, Business, or Ultimate edition of Windows, for example, you can encrypt email records--no matter what email client you use--through Windows' built-in Encrypted File System (EFS) feature. First, find the file(s) that your email client uses to store your email messages; Microsoft Outlook uses a .PST file to store messages, or an .OST file for Exchange accounts. In Windows XP, you'll find the file at C:\Documents and Settings\yourusername\Local Settings\Application Data\Microsoft\Outlook. In Windows Vista and 7, it's at C:\Users\yourusername \AppData\Local\Microsoft\Outlook.
Once you've determined where your email client stores your data, right-click the file(s) or the folder that contains them, select Properties, click Advanced, and select Encrypt contents to secure data.
That's all you have to do. The EFS feature will open and automatically decrypt file(s) when you're logged into your Windows account. Remember to disable encryption before reinstalling Windows or changing your Windows account, or you'll risk being unable to decrypt the files later.