I suspect this answer (found on a BT forum) may be what you need to do:
Unless you have a very good reason not to, I would recommend that you use an email client on your PC, such as Outlook, Windows Live Mail or Mozilla Thunderbird. Most operating systems some with one, and there are other free ones to download.
That way, the mail client downloads all the mails onto your PC. You can back them up, so you don't lose them, and you can print them to your heart's content.
You don't have to change your email address. Just program the account details into the client, and it fetches all the emails for you. This page
http://bt.custhelp.com/app/answers/detail/a_id/47531 has the details you need for many of the common clients