This may work but I can't test it... for some reason I can't access the VBA editor on my outlook at home.
Code:
Private WithEvents Items As Outlook.Items
Private Sub Application_Startup()
Dim olApp As Outlook.Application
Dim objNS As Outlook.NameSpace
Set olApp = Outlook.Application
Set objNS = olApp.GetNamespace("MAPI")
Set Items = objNS.GetDefaultFolder(olFolderInbox).Items
End Sub
Private Sub Items_ItemAdd(ByVal item As Object)
Dim Msg As Outlook.MailItem
If TypeName(item) = "MailItem" Then
Set Msg = item
End If
MailItem.SaveAs ("FilePathHere", olHTML)
End Sub
You only need to change the File Path.