Are these folders on Hotmail (Windows Live), GMail or some other ?
In the past I've suggested clients keep e-mail on a quarterly basis within their (Win PC based) mail software (typically Outlook or Outlook Express) simply because searching several years' of mail takes more time and many projects can be pinned down to one or two quarters.
If you are using GMail then you could use the 'filter' facility to automatically sift incoming messages from the 'inbox' and add a suitable label to 'file them away' for you. (The way GMail works all messages are in the 'all mail' folder apart from spam and the things you have binned, so calling them 'folders' is a bit foreign to me... as it works with 'labels' for everything.)
You should be able to copy them onto a home PC, or using IMAP which is very common these days, they can be left on the server and your home computer just shows the subject text, date + time and to/from information. When you click on the message it retrieves it from the server to display for you. That's a sensible way to operate if viewing incoming mail from home PC, office PC and on a laptop/mobile PC.
Instead of the 'mail on the server, view from anywhere' you could move everything to a home computer (but you'd lose the mail if your hard drive crashes, and recovery can be dificult). That's how older mail services workd, with POP mail (Post Office Protocol, where you'd check 'any mail for me' and if so, pull it from the 'post office' and save on your PC).
You can do a combination of keeping it all online (for flexibility of access and in case a PC hard disk dies) as well as copying it to your PC, for easy searching even if your internet connection fails.