Don't know about Filemaker - but for Entourage:
Make a new Folder for Contacts. Go into Entourage and group select all the contacts you want to transfer. Drag them as one batch to your new folder - Entourage will export them as VCard files. (As far as I know, this is teh only way to do this from Entourage unless you want to do it one @ a time.)
Now you can import that folder into Address Book.
Easier than transfering contacts back and forth between Outlook and Outlook Express on the PC - I can tell you that
But still not as intuitive as it should be.