Ah I see how to use it now. Right right. Thanks again (and thanks for explaining).
This
is a great tool.
p.s. Just to report something that might be of use to you:
When viewing the output file in Firefox, Firefox can't open any of the links (i.e. the individual PMs) in a new window (it says that "the protocol (c) isn't associated with any program"). It can however open the links as a new tab. I think it could be because I've set FF to be my default net browser.