Okay will do.

Remember I'm no genius. This may not be the CORRECT way.

Click on a message.
Edit and choose select all.
Then go to File.
Choose the Export messages option
It will say do you want to export this stuff to Microsoft Outlook
Say yes. It will take quite a while to do this if you have nearly 2000 messages in your inbox like me.
If you want to save your Sent messages repeat the process.

Then press the green start button at the bottom of the page.
In there will be Microsoft Outlook.

there will be Inbox with apparently nothing in there, but press that button and there will be your inbox messages.
Copy,put them into a document.
Resave it as a word document.

It doesn't save attachments.

I'm sorry if I've told you wrong stuff.

all the best

al