How do i insert an outlook msg file object in excel

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I am trying to insert the outlook message (.msg format) into one of the cells
in excel and it does not allow me to do the same. Says cannot insert object.
i think I have done it before but in the list of objects that can be inserted
I cannot see the option for msg file so may be thats the reason it is not
allowing this. Could I get some help here on how to get this sorted. I cannot
even create a link to this file.