How can I save Yahoo email folders to hard drive?

Several months ago, my Yahoo account was hacked. Not only did I lose my emails, but I lost my folders as well. It took me actually looking up the number for the Yahoo CEO's office before I could get someone to get them back for me, because customer service kept telling me that it couldn't be done. I know for a fact that Yahoo backs up their stuff. Now I want to save all my folders to my external harddrive or cloud. Since there are hundreds of emails in each folder, I can't do the copy and paste thing.