In Outlook 2013 (and at least 2010, possibly 2007), if you have set up to download headers, you can right click on an individual email and click "Mark to Download Email." Is there a way to do this when multiple emails are selected?
What about when a group is selected?
If not, this would be an incredible feature addition (and, really, if you can do one at a time, you should be able to do groups as well...)