In general, no -- Mail can be backed up while open, but if mail is fetched while we're backing it up, you could have an incomplete backup.
It's all a matter of balancing convenience with "exact"... in most cases, if there's a problem, we'll generate an error. But, if you can, it never hurts to close everything... and you're obviously less likely to run into a problem that way.
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--Dave Nanian
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