Since we started using SharePoint 2010 we had trouble using it to store .msg (Outlook message format) in document libraries.
You can easily save your email from Outlook to a SharePoint location but opening it always gave a prompt dialog to save or cancel, not to open. So you were forced to store the email locally and then open it. Needless to say that this behavior is really annoying. I tried changing MIME types in IIS but it didn’t help and searching the internet I didn’t find a solution either.
But then a colleague pointed me to a setting that changes the way SharePoint treats files opened from a browser. Its located in Central Administration > Manage Web Applications > Your WebApp > General Settings
Changing this setting to permissive makes it possible to open .msg files in Outlook from SharePoint straight away. See screenshot below:
