Simply drag the email you want to save out of the folder and drop it into the folder you want it saved in. This automatically saves the message by making a copy of it. The message will be totally intact and named by whatever the subject line is, which you can easily changed if you wish to.
Check out this site if this is not what you are looking for. There are a bunch of other workarounds posted on it that should help you!
I hope this helps!
Windows Outreach Team