IS there a better solution then what is offered here ?
Unfortunately, you have to get the mail items into a format that Outlook understands (eml) You might take a look at this Mozillazine kb article, it lists various utilities for performing the conversion process.
In the past I had to do this for a customer and I used ImportExportTools which is listed on the aforementioned page, not great, not fast, but it worked.
I tried this using Thunderbird 3, Outlook Express 6 and Outlook 2003, but I hope it can help anyone else who's reading this QA.
Open Outlook Express