Saving email



I am quite new to Windows Live Mail having just switched from Windows Mail.

There are some emails I want to keep as files in Documents but can't see
anywhere that I can use 'save as' or whatever is needed. I have tried select
all and copy/paste but as some of the stuff I want to save includes pictures
it doesn't work for me.

Any advice would be appreciated.

I am using Windows 7 - (very, very new to it).

Thank you
.