saving email files

this may be a easy process, but i cannot figure out how to save emails that i have in my yahoo mailbox. i need to save them on a 3.5 floppy. when i right-click on the message i am able to use “save target as” but only gave me a link that started my browser and opened my yahoo email box. the copy feature is not available. i can set up another email acount with my isp and send to that as an attachment, and can i then open that and put the attachment to a floppy?? i am using win 98 and ie 6.0 with a cyrix 700 MZ.