After doing a message trace and getting the results, click on the email you want to see. A window will open like below. Click on ‘View Message in Explorer’.
It will open another tab in your browser. Again click on the email you want to see. Another window will open. Click the ellipsis and choose ‘Download the Email’.
And yet another window will open. Click the checkbox then click ‘Download’ at the bottom of the window.
The standard download dialog box will open and you can open the email.