Heck I learn something new about this forum software every day... I didn't even know you could move your PM's into different folders, so I'm glad 6string and Simon were around to answer that one for ya Geoff...
The best thing for you to do if you want to keep copies of your PM's is to download them onto your computer. To do that, just chose
download as CSV - you'll then be able to open the file in something like excel or the like. It'd be better than just copying and pasting in Word as you can search and sort them in excel. I should do that, I'm up to 2082 PM's (and I've deleted quite a few too).
To download, just select the PM's you want to download (you can do this from your sent folder as well) and scroll down until you see the drop down menu and select "download as CSV" and then just save to your computer.
You can also download as a text or xml file if that suits you better.
Hope that helps.
Clancy
"I like work: it fascinates me. I can sit and look at it for hours". Jerome K. Jerome