Export Inbox/Sent Msgs from Outlook Express to Outlook 2003

I have a new PC and have been able to import my Address Book contacts from OE to O-2003 successfully (whoopee!). Now I'm fighting to import my email messages from OE to my Inbox and Sent folders in O-2003. I created dbx files for Inbox and Sent folders from OE on a CD. In O-2003, I go into the Import and Export Wizard and have tried several ways to import--Import from Another Program or File and Import Internet Mail and Addresses and neither one even retrieves the dbx files. I'm a novice so, be gentle--I don't know what to do! The PC with OE is still available but not connected to the internet (which may or may not make any difference--if it does, I can hook it up).