Converting Outlook Express messages to Eudora format
http://www.codeconscious.com/outlook-express/exporting-from-outlook-express.html

Outlook Express recently pulled in all of my POP3 mail.  I do not want this, as
I use a combination of Pine and Eudora for my email clients.  I searched and searched
for a way to convert the Outlook Express messages into a standard format, and 
finally found a free solution that worked.

Some of the solutions that did not work: importing into Outlook, cripple-ware 
conversion programs (see http://fkeeps.com/fmorph/fmindex.htm and http://www.comaxis.com/ua.htm), conversion programs that simply didn't work, and numerous other tricks.  The
website at http://www.slipstick.com/config/convmsg.htm has excellent information on
converting data to and from a wide variety of programs.

What did work: the web link at the top of this page details how to export Outlook
Express (and probably Outlook) messages to individual .eml files.  Here's what I did:

1. Select the messages in Outlook Express by ctrl-clicking or select-all.

2. Drag them to a folder on your computer.  Each message will be saved as a 
   unique .eml file.

3. Use notepad to create a file called crlf.txt.  Put the following in this file:

   <enter>
   <enter>
   From ???@??? Sun Jan 00 00:00:00 0000<enter>

   Make sure it is exactly as above.  Two blank lines then the text line followed
   by another carriage return.  Nothing more, nothing less.

4. In the directory containing all these files, run:
   
   C:\Temp>for %i in (*.eml) do type crlf.txt >> "%i"

   This will append crlf.txt to every message file.  Preferably, we'd prepend it,
   but i don't know how to do that in DOS.

5. In the same directory, run:

   C:\temp>for %i in (*.eml) do type "%i" >> mymail.mbx

   This will concatenate all messages into 1 .mbx file.

6. Edit the mymail.mbx file.  Move the very last line to the very beginning.  This
   will be the "From ???@???....." line. This must precede each message, but since
   we appended instead of prepended, we must correct it.

7. Finally, copy the mymail.mbx file into your root Eudora directory and start it
   up.  You should automatically see a mail folder in Eudora called "mymail" that
   has all of your messages in it.  Phew.