I tried to use NoPriv (https://github.com/RaymiiOrg/NoPriv/) to backup emails to an USB Disk which is formatted for Windows compatibility, i.e. FAT-type filesystem, but got the error below. Seems mailbox.py still tries to create a symbolic link, which is not possible on this filesystem.

Running on ext3 file system works fine. This is on Ubuntu Precise 12.04 with latest updates installed. Python is 2.7.3-0ubuntu3.1

Getting messages from server from folder: [Gmail]/Sent Mail.
Saving message 1.
Traceback (most recent call last):
  File "./nopriv.py", line 783, in <module>
    get_messages_to_local_maildir(folder, mail)    
  File "./nopriv.py", line 236, in get_messages_to_local_maildir
    saveToMaildir(raw_email, maildir_folder)
  File "./nopriv.py", line 155, in saveToMaildir
    message_key = folder.add(msg)
  File "/usr/lib/python2.7/mailbox.py", line 276, in add
    os.link(tmp_file.name, dest)
OSError: [Errno 1] Operation not permitted