You can copy & paste the message into your word program .
You may be able to achive what you want from either of these programs .
OE5 has a proprietary binary format that makes archiving
individual messages difficult. In addition, a number of
people have indicated that their message folders have
become corrupted and OE can not read them. Consequently,
they have lost all the messages in that folder.
DBXtract.exe extracts all mail and news messages from
individual dbx files. After extracting the messages one
can drag them from a Windows Explorer folder into an Outlook Express mail folder.
PS. if you have a lot , make sure you nominate/create a folder , or you will have them all over & off your desktop .
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Requirements

entium 90, and Windows 9x, NT, 2000, or Me
Purchase Information: Free
Ever wish you could convert the address database from one email
program's format to another? Dawn is a free utility that makes
it possible. It's rather spartan main interface could be more
intuitive, but luckily it can be run in a much friendlier wizard
mode. You can use Dawn to convert data between
Netscape Communicator 4.x, Netscape Navigator 3.x,
Internet Explorer/Outlook Express/Windows Address Book,
MS Outlook 98/2000, Juno, WordPerfect 8.x, Eudora 3.x and 4.x,
and Pegasus Mail 3.x. (It can't help you with Netscape 6, though.)
Dawn should also work with other programs that can use/import/export
LDAP/LDIF, Comma Separated Value (CSV), plain text, or one-per-line
or comma-separated formats or store addresses in a text file suitable
for extraction.