Best answer as chosen by user polaris6: How I did this.
1. I made a new mailfolder in Outlook Express.
2. I exited the program.
3. In Windows Explorer I went to the folder where OE stores its .dbx files.
4. I copied a .dbx file with the mails I was interested in OVER the newly created one.
5. I went into OE again and dragged that mails out of this new folder to their final place.
6. I repeated 2 through 5 as often as necessary.
7. I deleted that temporary mailfolder in Outlook Express.
8. I made a new backup.