Address book: just open it and from the relevant menu, choose Export.
Favourites: It's fairly easy to export a copy of your favourites, however, by following these instructions:
1. Select Import and Export from the File menu in Internet Explorer.
2. Select Export Favourites from the subsequent Import/Export Wizard that appears.
3. Highlight all the folders that you want to export (or just leave the Favourites folder highlighted for all).
4. You should now be able to choose to export directly to a web browser or to a file which you can re-import into a browser later or paste into a web page.
InBox - no idea... maybe someone else can help.