well one easy option would be sychronize ur local emails with ur email server (by the way what email service u r useing?)... then configure outlook and then download all messeger again to outlook express...
its very easy and can be done with few clicks...
but if u r useing ur own hosting email and have limited space or very slow dial up connction and downloading isnt possible then try this stape provided by Microsoft...
How to import messages and addresses from Netscape Messenger 4.5 or later to Outlook 2000