I have created a document library configured to allow incoming emails in a SharePoint 2007 environment.
All email attachments I have sent in thus far has been added to the document library except for .msg files.
I came across this post which explains why:
The following is an extract from this forum post:
"There is no fix for this. I have raised this issue with Microsoft and they said that it is a product Limitation.
What you can do is write a custom email event handler to strip the attachment from the orginal email.The .msg would come as an eml file."