Retrieving Saved E-Mails - XP Service Pack 2

I've just installed XP Service Pack 2. To my horror, I now can't recall saved e-mails. I use Yahoo via BT broadband, and save the most important messages. When I click on them, now all I get is a screen telling me the internet connection has failed and yet momentarily, I can see the Yahoo screen with the message behind it. So, the saved material is still 'there' - it's just the computer won't allow me to access it. What can I do please?

Many thanks

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