Opening Email save in *.msg formats

I try to open emails that I have save in my office using outlook 2003 in msg format in my thumb drive and bring home to continue my work.
However my home desktop is using outlook 2003 and it is unable to open the save email files. I also try to installing Thunderbird mail to open it. Still unable to.
Can anyone advise me what I shoud do?

Thanks

 

Office is using outlook 2003 bundle with office 2003,

Home is using outlook 2002 bundle that comes with my PDA.

Forwarding is my last resort. Don't want to mix personal and office emails.

Thanks