It's not clear whether you want to save every email you ever receive (If so, Why?)
If you want to save the body of the email you could try the following with any emial that you want to keep: Highlight the email (click your mouse anywhere on the email then press C on the keyboard and A at the same time). Now right click with your mouse anywhere in the highlighted part and choose Copy from the menu that appears. Then open Word/WordPad or whatever word processing programme you have. Click your mouse on the page to start the cursor flashing (if it isn’t already); then right click on the page and choose Paste from the menu.
That will put the email into a Word doc (or wordpad, or whatever) and you can now save it in "My Documents" By going to File>Save As then "Save In" My Documents using a suitable "File name". It's now on your hard drive because that's where My Documents is.