To save a Yahoo e-mail to a file or folder, you need launch your Internet browser and sign in to your account. Then, open the message you want to save. Click and drag the entire message until you see the entire message appear with a blue box over it. Copy the text by right-clicking the highlighted area and selecting "Copy". Launch the word processor program you have on the computer and select "Edit" then "Paste". Finally, click "File" followed by "Save" and name the document.