There still is a way to save them in three different file formats. You can save all of them or you can choose which ones to save.
The selected ones are at the bottom but above the "
Page 1 of " number of pages.
Next to the "Selected Messages:" there is a box with a down arrow to choose what to do with the messages.
After you click on what you want to do with those messages you have to click on "Go"
To download all of them is below that. You click on what type of file to save them as type of file and it will download all of the messages.
Download all Private Messages as:
XML | CSV | Text
Janey - Neat people never make the exciting discoveries I do.