I couldn't find a way to set it as default, but when u use "save as" its is
possible to choose the .msg format.
When you don't see extensions in the list with possible formats. In explorer
go to \tools\folder_optins\view and uncheck "hide extension for known file
types". I don't know if you need to save "aply to all folders". Now you wil
see everwhere extensions, I like this becaus I know 'what kind of file it is
(.dotx/dotm or jpeg/gif). Also by saving in outlook it gets more clear.
Hope this wil help you, good luck.
Peter