Actually I figured it out, you need to download a BASE64 MIME decoder.
I found this shareware one.
http://www.etresoft.com/decoder.htmlDownload and install it. Send all of the PM you want to your email.
In the email COPY to clipboard every thing from where the aterisks are below
CODE
Regards,
The Scenyx Entertainment Community team.
http://forums.xbox-scene.com/index.php
**************************************************************************
------=_NextPart_000_0022_01C1BD6C.D0C0F9F0
Content-Type: text/html;
name ="pm_archive.html"
Content-Transfer-Encoding: base64
Content-Disposition: attachment;
filename="pm_archive.html"
all the way down to the bottom of the message where is says( where my asterisks are) - i am using gmail by the way
CODE
ams8L2I+IG9uIE5vdiAzMCAyMDEwLCAxMDowMiBQTTwvZGl2Pgo8L2Rpdj4KPGJyIC8+PC9kaXY+
CjwvYm9keT4KPC9odG1sPg==
------=_NextPart_000_0022_01C1BD6C.D0C0F9F0--
*****************************************************************************************
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Then paste all of the into a .txt file and name it anything you want. Open the program and drag the .txt into the program, it will warn a few times about not having a folder set, you may be able to set this in preferences but i just let it dump it to my desktop. It made a single pm_archive.html file with one page with all PM's on it. Its very basic looking but it decodes it right.