Archving NUS Web mail in Thunderbird

0. Create a fold "NUS Emails Archive" under "Local Folders"

My folder structure in Thunderbird become:
Local Folders
->Unsent
->Trash
->NUS Emails Archive
NUS Email
->Inbox
->Drafts
->Sent

1. Click Inbox under NUS Email
2. Drag all emails you want to archive locally to NUS Email Archive
3. Go to "C:\Documents and Settings\user name\Application Data\Thunderbird\Profiles\2r1eew7w.default\Mail\Local Folders" to view the file "NUS Emails Archive" and its size change.