To begin with, you need to have a copy of IMAPSize – download this from www.broobles.com. It is a freeware product, so the developer asks that you make a donation if the software proves useful to you.

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Once downloaded, install IMAPSize.
You will then need to locate where Thunderbird stores the emails. Look for the Profile Folder which is found in the Mail folder. You’ll find that Thunderbird stores each mail folder (such as the Inbox) as two files. To perform the conversion, you will be using the folder with no extension - this is the MBOX format mail file.
Next, identify where Microsoft Outlook Express lives on your PC – in Windows XP it is in Start > All Programs. You might not have used this application, so it’s useful to know where it is for this task.
Finally if possible, install Microsoft Outlook. If you don’t have a copy of MS Outlook or are only planning to transfer your emails to Outlook Express, you can of course skip this step.