Open Windows Explorer and have it in Folder View so the folder you want to put the email in is visible
Open Outlook Express, have the two programs displayed at same time on desktop so you can use drag and drop
Do not open the email, just click on it and drag and drop into the folder you want. It will be a copy of the email in OE and will change to an .eml file extension. Close OE. When you doubleclick on the .eml file in 'My Documents' folder OE will open and display the email.
Otherwise if you only want the content of the email then copy text to notepad.