(2-part post):
I'm sure that double-clicking on the file worked for me. Part of the problem with doing anything with Outlook Express is that Microsoft has included it as part of Windows. So you can't associate a file with the Outlook Express program because no such independent program exists. (That's one of thousands of examples of Microsoft's lousy programming).
When I've backed up dbx files, I've normally been transferring emails from one PC to another. I know, for absolute certain, that you can copy Inbox.dbx from an 'old' PC and then replace the (empty) Inbox.dbx file on a new PC with the copied file. That transfers all of the mail from the old computer to the new one. (I've done that loads of times with no problem). So you can definitely do something similar with your slave drive. However, you'd have a problem if you'd already got some new mail in your Inbox, because importing the the old file would over-write the new file.
Instead, try this:
Create a folder called (for example) 'Backup' and copy all relevant mail to it. (Don't delete the mail from your Inbox or other folders just yet, just in case this doesn't work!).
Close Outlook Express.
Search for backup.dbx and copy it to your slave drive.
Open Outlook Express and delete the Backup folder.