You can do that, but it's a bit messy.
Basically, create the .msg file at the server (either use interop or a third party .msg api like this one:
MSG .NET - Outlook MSG API[
^]. NB. this is not an endorsement: I have not used this API!)
Then create a handler (ashx) to download the msg file. It will open up in Outlook with all the content you have added. You can even add the body in html format.
Hope that helps ^_^
Andy