Export from Entourage, File>Import into Outlook.

The problem? Find the format common to both programs. It might exist.

The most promising part is the contacts. It's structured data. Outlook will support import from csv (which is Excel-like), and Entourage probably will support some form of structured output. You might need to use Excel in between to change column-names.

Email and calendar might be more difficult. However, you can always forward mail to yourself (send from old, receive in new), althought you lose information in the folder list (everything is send by you or sent to yourself).
The calendar probably needs retyping, if you can't find software to do it.

However, you might find useful hints or software via http://www.google.com/search?q=convert+entourage+outlook