At the end of the same article, there is an example on saving the msg file in draft mode. This example uses an existing msg file. But you can create a new msg file instead. The sample code would be:
// create instance of type MapiMessage from MailMessage MapiMessage mapiMsg = MapiMessage.FromMailMessage(msg); // set message flag to un-sent (draft status) mapiMsg.SetMessageFlags(MapiMessageFlags.MSGFLAG_UNSENT); // save it mapiMsg.Save(strMsg);