Remove POP account in Outlook but keep messages

I am relatively new to Mac... I have an old email account in my Outlook that I want to remove. However, I want to keep all of the downloaded messages. When I go to delete the account though, it says all messages will also be deleted. Is there a way around this? How can I save the messages? The email account is no longer active, so I want to remove it as Outlook is always trying to receive messages and comes up with erorr messages...

Thanks for any help!