In Outlook 2002 you can go
File>Import and Export>Export to a file
Then you can select your .PST folder and export it. Then when you upgrade to Windows XP you can simpily import the. PST file back in using the same method. Also, you can download click here
Which is suitible for verison 2000, 2002 and 2003 versions of office.
Good Luck with XP :)