If you are using Microsoft Outlook, you just need to copy over your *.pst
file(s). From there, you can import the items into your new system or open
the *.pst file via File | Open | Personal Folders/Outlook Data file and then
drag/drop items between the old folder set and new one.
If you are using Outlook Express, you should ensure that Windows 2000 is
running IE6/6SP1 (which would be equal to Windows XP/Windows XP SP1
respectively). You will need to copy over your entire identity folder and
import your messages into Outlook Express.
For OE, you will also have to copy over your *.wab file so that you can
import it.