There are 2 ways to do it, Export and Import or this simpler copying method.
Create folders on your desktop or external device and name them OEInbox and OESent. Open Outlook Express, go to the Inbox, click on a message line then press Ctrl+A to Select All and drag the highlighted items into OEInbox. Repeat it for Sent Items and any other mail boxes that you have. If the folders are not on an external device, copy them to one.
WINDOWS LIVE MAIL
Open WLM, display the Inbox and open the external OEInbox folder, Select All of the items from the OEInbox folder and drag them to the WLM Inbox. Repeat this for any other mail boxes.
If you are on a network and have set the shares and permissions, the OE mail can be copied over.