Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in anyway.
I see this a lot, and it's easier than you might think:
Tip #1: You can get the URL of the document library by navigating to it, and copying everything up to the end of the library name. For example, you'd use http://MyPortal/sites/TestSite/Document%20Library/.
Tip #2: If you need to save a lot of e-mails in the same document library, create a Network Place for the document library. Open My Network Places and use the wizard to create a new network place for this library, using the URL as shown in Tip #1. Then, you can choose this library by browsing My Network Places.
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