Opening XPS Documents in Word - Office 2007 SP2

I want to export emails from Outlook to Word, there's never been an easy
waythat does involve cut and paste and the potential loss of sender, date &
subject. With the advent of XPS I thought I'd found a better way.

I print a message in Outlook to an XPS file (xxxxxx.xps), I can open it in
IE8 to view a perfect copy, when I open it in Word. I get this error:-

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

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

So I print a document from Word (its a docx) to another XPS file,
yyyyyy.xps. I get the exact same error when I try to open it with Word, it
opens OK in with IE8.

Is there a problem relating to reading XPS files into Word, if so is there a
work around or fix, if not where do I report the problem.

I have seen reference to an XPS Essentials Pack, given its release date,
11/4/2008, I assume its included in a more recent Service Pack. It's not
listed as available by MS Update, nor does it seem to have been previously
installed. I have aslso seen reference to needing to have XML Version 6.0 -
how do I find out what version of it is installed?