In Windows NT-based systems the default mail storage folder is:
C

Documents and Settings\Administrator(
or other username)\Local Settings\Application Data\Identities\**********\Microsoft\Outlook Express
Or you can search for
.dbx files. The archived messages are stored as .dbx files.
Your Windows Address Book is stored as a
.wab file. You'll want to get that one, too.
Be sure you get the email and address books for
all users.
edit:
even better, simply ignore this post. For some stupid reason I thought you were moving your Outlook messages from a Windows PC to a Mac.