PM Download/Export --Where do they go?

[Christo et Doctrinae]

That page of messages was your download. Did you save a copy?

I'm revisiting this issue again, as I've again maxed out on my storage and need to save the PMs.

Would someone explain to me how to save the HTML pages?

I know that I can copy and paste it into a file, and I realize that I can print it directly from the page that I download, but I'm looking for a quick and easy 'download' export option when opting for the HTML version.

All I get as output when I download the HTML option is a nicely organized HTML page in my browser window. (Firefox user here) How do I download/save that?

If the other two options were easily readable, I would use those, but I find that the Excel option produces a mess that I cannot read (at least easily), and the text option isn't much better. I would like to use the HTML.

Ideas?

Thanks!