I coded a MOD for phpBB2 to export all your PMs in a XML file.
I don't have time to work anymore on this MOD, so I give everything and everybody is allowed to do whatever he wants with it. Anyway, if you use the code somewhere, it's always nice to credit me ;-)
You can find this MOD here: http://www.phpbb.com/community/viewtopic.php?t=281925
You can download a reader for the XML files generated by the MOD here: phpbb_pm_reader_1.0.zip
It includes the complete VB6 source code (and maybe some bugs).
To parse the XML files with this software, you'll maybe need the "Microsoft Core XML Services (MSXML) 6.0" available here: http://www.microsoft.com/downloads/details.aspx?familyid=993C0BCF-3BCF-4009-BE21-27E85E1857B1&displaylang=en
If you don't want to use my PM reader, you can convert the generated XML file into HTML using some XSLT transformations.
You can download here: phpbb_pm_xslt.zip a very simple (and ugly) example of what can be done.
To try it, just add:
<?xml-stylesheet type="text/xsl" href="pm.xsl" ?> in your XML file under
<?xml version="1.0" encoding="UTF-8"?> (example provided in the zip file).