MSG - Outlook Message
File Juicer's will extract images, text, sound (all the formats in File Jucier's preferences) from msg files. This is the easy way if you don't have Windows, but it may not be all you wish for.
If you have access to Windows (perhaps your old PC) you can use O2M from Little Machines to transfer these files in a clean way. You may also take a look at Move2Mac if you are switching from Windows.