To open a .msg file in Outlook, simply browse to the drive and folder where it's stored (D:\ in this case) and double-click the .msg file.
Alernatively, you can drag&drop the .msg file into a folder in Outlook.
For some strange reason, Outlook's File->Open menu lacks the ability to open .msg files, but the two methods above should work fine.
Update: To open the .msg file i Outlook programatically, try this:
This is equivalent to double-clicking the file in Windows Explorer (which means it opens the file with an associated application, which for .MSG files happens to be Outlook)