Could you just open a new folder called My Letters and keep it on the desktop? Then save everything there, or drag and drop your existing documents into it. You can then view them alphabetically, and if you wish, create subfolders for sets of letters about the same subject.
Or were you thinking of something which may automatically file them? I've got Lucion Filecentre which sits above explorer - you create cabinets, drawers and folders. There was a review by PCA a while ago click here
I think you can try before you buy