How to export Outlook email body to a Unicode text file?

My emails in Outlook 2010 have Unicode characters inside their body, so when I want to export them to a .txt file (Tab Separated In Windows) I got many question marks in output file!

How can I fix this problem? Is there any option in Outlook to change that file's format?

In Outlook when you save as text it will, by default, use the default system codepage. It's a bit unclear but you can change this behavior.

After you click on Save As and choose a filename you get this warning:

You have to click on No to get an option to change the format. When you do you get this dialog:

Select the Other encoding: radio button and select Unicode in the list. This will give you a text file encoded as Unicode without the question marks or boxes.