In the event one of the Bossmen says nay to this, there is another option: save your PMs. If you go to your inbox or any other PM folder and scroll down there will be a few items in the bottom right to take notice of. The links below "Download all Private Messages as:" will save all of your PMs in that folder as either an XML file, a Comma Separated Values (CSV) file, or a plaintext file. I find XML to be the easiest to read. You can also select individual PMs and save them using the drop-down menu above "Download all Private Messages as:".