Ive had a few problems too. Generally the PBEM will save the file has <filename>.txt in the CMBO/PBEM directory.
The reason why the mail is found in the body of the text is the setup/configuration of the mail software. Have a look at your mail preferences in 'options' of your mailer software. (what you using?).
The txt file (if im right) will either be 6k or 244kn - these should take more than a few minutes to download even with a slow conection (2k/sec)
Follow the above instructions for copy/paste in notepad or text editor.