You don't actually need to uninstall Outlook Express in order to use another email program. I use mostly OE, but occasionally just use my web browser to look at email. If you open another email program and tell it to be your default for email, OE should just sit there and not open.
You can also have OE open without connecting to the web, and you should be able to do that without interference from your firewall. You probably have an icon to open OE. When you click the icon, the OE program will open and will try to connect to the web to look for mail. Your firewall may object to OE's attempt to go to the web; but if you click on File, and put a check in the "work offline" box, OE will quit trying to connect, and you can at least take care of saving and backing up stuff.
You may want a backup of your email and address book just for safety; but you definitely will want it if you want to switch to a different email program.
OE Backup:
1. Create a folder someplace on your machine where you'll put your backup.
2. A preparation: Some email services (Hotmail, Yahoo, etc) may make a separate set of folders in OE for their own use, and if they do you'll have a "Local Folders" folder that's probably not being used. I'd suggest moving all the email messages you want to backup into the "Local Folders." You can move individual messages, or entire folders, by clicking on them, click Edit|Move to Folder, pick a place, and OK. (If you want to leave a copy where they are, just use "Copy to Folder" instead of "Move to Folder."
When you have all the stuff you want to backup, you click on the top folder, then click File|Folder|Compact All Folders. This rebuilds the index to all the email messages so that they're nice and clean.
3. You need to Export your address book. Click File | Export |Address Book, and select "Text File comma separated variable." IF YOU'RE going to continue to use only OE, you can export as an "Exchange Address Book," but if you will need to import the addy book to almost any other program you should save in the csv format. Find the place where you made your backup folder and OK and you'll have a safe copy of the addy book that you can recall in OE or that you should be able to import into almost any other program that can use an address book of this kind.
Once your address book is safely exported, and your email messages are compacted
a. In OE, click Tools|Options, click the Maintenance tab, and then click the button labelled "Store Folder."
b. There will be a box that shows a folder location where your email is kept. Highlight the entire box and Control-C to copy the address.
c. CANCEL and/or use the "X" at the top right of all the little windows until you're back to OE.
d. Close OE.
e. Click the Start button at the bottom left of the screen, Select Run, and the Control-V to paste the address you saved in the box. Hit Enter.
f. You should have a folder open that shows all of your email stuff. Select ALL of it (Control - A), and click Edit | Copy. Go to your back up folder and click Edit | Paste.
Your OE email is now backed up.
The above are the basic official Microsoft procedures for backing up email and address books from Outlook and/or from Outlook Express. I am NOT CONVINCED that anyone at Microsoft has ever attempted to restore anything from a backup, based largely on their reputation in this area; however this method has worked for me.
To restore either email or address books, you open the program you want to use and "Import" them. Exact procedures may vary a bit with which program you use.