no doubt there is a more efficient way,but why not highlight,copy and paste into Word or WordPad and save as a document.You can then burn to CD (or a USB flash drive)
The way I do it is to create a folder, minimise it, open my emails and then drag what I want down to the folder. Once there the folder will open again, release the drag, and they are in the folder.
You can re-read them anytime without putting them back providing you have an email program on your pc or if you want to put them back, just reverse the procedure.