See
OE Exporter (note, I found this on the Internet and don't know who created it or how it works, so I would be careful with this one).
Also, see
How to Move Internet Mail from Outlook Express to an Exchange Server-Based Computer. What you do is put the messages back on your server and then download them in Windows. This seems more complicated than the above solution, but it is from MS, so its reliable.
Here is a link to
Third Party Conversion Solutions. There may be a converter there that you prefer and these, again, are linked through MS tech support site.
By the way, let us know what solution you used so we can pass it on to others.
[This message has been edited by Mulder (edited 01-27-2001).]