How can I get a backup of my Gmail and Yahoo mails to my PC?

For backing up Gmail I like to use Gmail Backup. I also use it to archive email from ex-employees in our Google Apps account.

Another option for Gmail is to use any IMAP capable mail program to pull everything. Thunderbird is often suggested. See Lifehacker's "Backing up Gmail with Thunderbird" article.

Afraid I don't have any ideas for Yahoo... do they still only offer IMAP to paid accounts?

For Yahoo Mail, you can use Zimbra Desktop to get all mails from all folders. You don't even need Yahoo Mail Plus, as Zimbra must be acting as a browser and not a pop client (for which you'd only be able to get Inbox).

I just learned it myself from a PC Mech article, which is probably based on an earlier version of Zimbra Desktop. I just downloaded 2.0.1b10659, and Import/Export is an item under a mail account after you click the Preferences tab.

MailStore. For Gmail, you can use IMAP to backup your email. For Yahoo, I think you'd need to have their premium service in order to get IMAP or POP3 access.

The freeware listed above "gmail backup" has now some problems as it change unread messages as read ! ;( Personally I recommend backupgoo (not freeware) http://alternativeto.net/software/backupgoo/