There are a few ways you could backup your email. If your email user has a shell/ssh account, then all of your IMAP email will be in a directory called Maildir in your Dreamhost home directory. You can simply copy this elsewhere and all of your email will be backed up.
[connect to your account by ssh]
$ tar czf mail-backup.tar.gz ~/Maildir
The file mail-backup.tar.gz now holds all of the mail for the use you logged in as at the time of backup, so you can copy that file elsewhere (on or off-server) to keep another copy.
There are other some other tools you can use which are mentioned on the Dreamhost wiki under the Email Import section:
These may require a more complex setup, but they can be ajusted to do what you want.
Finally, Dreamhost makes backups of all of your data automatically at certain intervals, including your email. Making your own backups is, of course, still best. But the Dreamhost backups are nice if you accidentally delete a bunch of mail.
I hope this helps.