meamjw,
AFAIK, the only ways to go about doing what you're asking are:
1. Manually forward the newsletters to yourself and modify the subject before sending. This option would at least allow you to keep the newsletters in the email/webmail client of your choice and do the searching that way, instead of downloading to your hard drive.
2. Use Outlook (not the webmail by that name, but the Microsoft Office desktop email client), which has the capability to edit subjects and messages of received mail. It's one of the things I
love about Outlook (I have 2007). But Office is expensive, so if you don't already have it for some reason, you probably won't want to get it just to have this lone feature.
(Cf.
this thread at EMD.)