This is also excellent advice.

Actually maybe I should also add: keep not just the text of those e-mails, but also the from, to, date fields etc. If you ever get into a I-said / they-said about this, your employer might claim that your e-mails are a fabrication. If you get as far as a discovery process, and the company has to turn over e-mail records, that's going to make it much easier to locate the e-mail in question.