archiving email messages

If you are using webmail, you can create an archive folder and move messages into it.  In classic webmail, at the bottom of the folder list on the left side is "Manage Folders". Click on that and create a new folder. After moving, your email will stay on the server, count toward the 2GB limit but archived and not subject to auto deletion.

To archive off-line, on your PC, install an email client like Thunderbird, Outlook, etc. Add your Cox account to the client as IMAP. You can create off-line archive folder(s) on your local drive and copy or move messages to be archived to that folder. If you do a copy, you will have copies both on the server and your local drive.