Outlook Express won’t save eml file type

I am running Windows 2000 Pro and Outlook Express won’t save to .eml file type. When dragging a mail message from OE to the desktop the mail messages shows up as text instead of the traditional envelope icon.

I compared the files in my program directory to that of another user that uses Outlook Express, but couldn’t find anything wrong. Am I missing a files? Is something missing from the Windows Operating System?

Please e-mail me a response.

Thanks,
RANDAL