How do I backup mails with Mail?
Move your `~/Library/Mail' folder in the capsule.  Please note that:


the folder can contain subfolders with 'odd' names such as V3 or V4 and these contain your mail (hence my suggestion to move or copy the whole folder and not just the subfolders).
moving the aforementioned folder will save all your mail, but you will have little usability -- that mail can be re-imported in Mail but I have never done so using a disk that might not be available 100% of the time.  If you do not want to have this data in Mail finding specific emails might be an issues, even keeping in mind the fact Spotlight will index these files (if you let Spotlight index your capsule).