How do I get an email message from my desktop back into Outlook 2003

Occasionally, I will save an email message (Outlook 2003) to my desktop, or drag an email to my desktop.  I do this when a message is important, requires special follow-up, etc..  

Now, I find myself needing to return some of these messages back into Outlook.  When I open one of the "desktop" messages, the option to move it to a folder is grayed out.

Do I use the Outlook import function?  If so, what is the procedure/choices for importing a single message?

I have Windows XP, in case this matters.
DuchenneAsked:
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