.msg file problem in access ms-outlook.

Hello friends
I am developing a software application which reads all failures emails of user and store them into database. My application access the ms-outlook and works. But problems is that
1) i configured my outlook in rediffmailpro.com then failures comes with .msg files
whereas
2) i configured my outlook in gmail.com then failures doesnot come with .msg files
.msg file containe original message of user which was bounced/failed to reach reciepeint.
but not included in gmail. why?
Is it inbuilt feature of outlook or gmail/rediffmailpro.com?
can anybody assist me to solve this problme.?
Waiting your reply . . .
Shakil.