You can easily convert them using  VOOK MSG to PST Converter for Windows . The unique MSG file converter offers numerous techniques to assist you in converting PST files to suit your requirements. The utility is easy to install on both the most recent and previous versions of Windows, including Windows 8.1, Windows 7, Windows XP, and so forth. Without changing any data, the program maintains all of the information and email layout in its original state. To fully grasp the conversion process of Convert MSG emails to PST files, download the free demo edition. However, the demo edition only allows you to convert MSG files to PST.

Check for more details at: Convert MSG files into PST file format