Are they mailto: links? In that case, this bookmarklet will harvest them and display them in a <textarea> field so you can copy and paste them into Outlook:
Originally Posted by Caesar3
To run that, copy and paste the entire script to the address bar and press Enter. Tested in Fx3.5 and IE7. (Probably won't work in in a <frameset>, but I didn't test it.)
Note: not to be used by spammers!!
== Edit ==
If you want the link text rather than the email address, that would require a relatively minor change to the above code.