I deal with well formatted emails by selecting them and using File - Save.As
to create a single text file.

Outlook (2003) concatenates the messages - I like that - I have to navigate
the filepath and name the file. I thought I'd automate those few keystrokes
to a single VBA macro. Simple as that sounds, I can find no way of
replicating the behaviour on *multiple* selections.

Sure I can iterate through the selections, save a temp file (with olTXT
etc.) then append the files in code to a single output but I feel I must be
missing something - am I?