There are two pre-written applets that may assist:
“Publish Folder List to MS Word” is part of the Business Solutions Pack. It prints a summary listing of the selected message to Microsoft Word.
“Messages To Word Document_Example” is one of the example applets you can optionally install with Formativ. It lets you print details of the selected messages to Word.
If neither of these applets meet your exact needs it would probably be possible to create something that does. If you have development resources in-house you could probably creating something fairly easily. Alternatively, Advansys and other third parties offer development services. Please contact email@example.com for more information.