Phil,
At the bottom of the page, there is a drop down menu, that says "move to folder". click that and change to "download as XML" (my choice), then put check marks in all the boxes next to the PM's (I keep them all, on my computer).
It will download and ask you where you want them. I have a file on my computer "IAP PMin" and another "IAP PM sent" I put the last page in and name it with the dates involved, then put the second last page in (there are usually three pages when the 90%+ comes on). This allows me to keep the first page (most recent 100 messages) on the IAP, so I can find them quickly.
For the first time you do this, confirm the files you have transferred to your computer will open and you can read them. Then, use that same drop down menu---hit delete and remove the files you have transferred---opens up space and you are back in business for a few more days.
Hope this helps,
Ed