Review for Join-NG by YZF
Rated 5 out of 5 stars
1. Select messages
2. Right click -> menu -> Join
3. Joined message will appear in the "Joined" folder which is automatically created on the left side menu, inside "LOCAL FOLDERS"
Screenshots: http://postimg.org/gallery/btbpbc6m/
To create your own collections, you must have a Mozilla Add-ons account.