If you have opened the message and it appears in its own window, click the Microsoft Office Button Button image, and then click Save As. The email message will be saved in MSG (.msg) format.
Browse to the file location where you want save the file.Click the File tab and then click Save As.Select the email message that you want to save in MSG format.If you are using Outlook for Windows or Outlook Web App the email will be saved in MSG (.msg) format, if the Outlook client is on a Mac the email will be saved in EML (.eml) format.
This article describes how to save an email as an attachment.