With Outlook? Open Outlook with your Exchange Account. Select
File-->Open--> Outlook Data File and select the .pst file from your POP3
account. Outlook will have open your Exchange mailbox and your POP3 account
content. Then you can drag and drop content you want to migrate.
Depending on the .pst and Exchange versions, your administrator might be
able to import it directly into your mailbox with ExMerge or something.