I'm currently using mail 2.1 and cannot do what you suggest.
However, I can highlight the text and then drag it to the desktop to form a clipping.
Just dragging the email from the list does nothing.
My 10.5.6 is currently on vacation
P
I am using a Macbook Pro using OSX version 10.5.6. I have always been able to save my messages from Mail 3.5 to my desktop but over the last week or so, when I try to do this, it appears to work but no message/document shows up. Not sure where the save stuff is going. I can save the messages as a PDF file from the Print/Save as PDF function. Any ideas as to how I can go back to saving it the way I was doing before.

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