A rule custom action is an external DLL file. You probably would be better
off using the run a script action. The "script" is an Outlook VBA public Sub
that has this argument signature:
Sub myScript(Item As MailItem) ' whatever name you want
The incoming email item is passed to that macro, so from there you can just
use the item's SaveAs method.

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Ken Slovak
[MVP - Outlook]
http://www.slovaktech.com
Author: Professional Programming Outlook 2007.
Reminder Manager, Extended Reminders, Attachment Options.
http://www.slovaktech.com/products.htm
> If possible, I want to create an outlook email-rule that automatically
> saves
> a .MSG copy of my email. I see there is an option to "perform a custom
> action", but I don't know how to create any "custom actions"...