To convert MSG files to PST, the most reliable method is to use a good conversion application, such as GainTools MSG to PST Converter. This tool will allow for converting a single one to many different MSG files into many different PST files while preserving all attachments, formatting, and all message properties (e.g., metadata). In addition, it also supports a bulk conversion option and it runs without being installed on your computer and does not require an Outlook installation. A limited number of trial conversions are available prior to purchasing the program.