After poking about for a while I found a place that explained how to get the file that XCom makes to store your move. (World of Stuart Page)
I wasn't to keen on doing that each time I played a move, so a little application was formed and now it's available to anyone who wants it.
"EMail XCom Addition" watches a folder for the creation of an xem file and copies it to another folder for you before it's deleted (when you click on the "OK" button of the "Cannot connect to server" message box).
You can get a copy of it from here:
EMail X-Com Addition Page
You'll need the .NET framework v1.1, there's a link for it on the page.
Just extract the executable to anywhere you want.
It's prettey self explaining, but I'll be about if you need anything!
Hope it's of some use!