Is there an easy way to do this. Here's what I tried

Print Message to an XPS file "olmsg.xps". Open "olmsg.xps" in Word 2007,

But I get following error"

"The file olmsg cannot be opened because there are problems with the contents"

Details "Microsoft Office cannot open this file because some parts are
missing or invalid"

If I open olmsg.xps with XpsViewer it starts my default browser (Firefox)
which can't make head or tail of it either.

If I open the file explicitly in IE8, lo and behold there is the OL message
in all its glory. But IE8 only offer an XPS save, i.e. there is no HTML save
so I'm stymied.