Fire up Outlook Express on the new machine,
Select File, Import, Messages.... Choose Microsoft Outlook Express 6 and press Next. Select Import mail from an OE6 store directory and press Next. Now on the next screen Browse to the location that you've placed the message store we saved from your old machine. Import, and your messages should now be transferred.
The process for the address book is similar - even simpler. File, Import, Address Book..., select the address book we exported above, and import.
Finally, you'll want to configure your email accounts in Outlook Express to access your email account from your ISP.