Question Details: I want to burn them. I burned just videos and images until now.

Answer:

One way to save e-mails is to open every email and choose File->Save as from your browser and save the email on a folder.

If you use Outlook you can save emails you want by following this steps:

1. Open Outlook and select the email you want to copy. Right click on it and choose Save As.
2. Now Select the folder you want your mail to be copeid to and choose Save.

Now you can burn your email folder just like you burn a folder with pictures or videos.