This is what I did, first I created vim.bat in c:\program files\cygwin\bin with this line:

start rxvt -sr -sl 2500 -geometry 90x30 -fg grey70 -bg midnightblue -fn "Lucida ConsoleP-16" -e vim %1

Then I changed the View Source program from Notepad to vim.bat, worked out like a charm! Since many of the IE temp file doesn't have an extension file name, I need to manually type

set syntax=html

to enable syntax highlighting each time. Trying to figure out a workaround now.

Weed's code doesn't work out (yet), when I press the macro button, the screen flashed as if something happening, but then nothing. Is there a log that I can check in VB editor or Outlook so that I can tell what happened?