In OE:
File, Export, Address Book, - choose Text file (CSV) - save to floppy, CD or whatever
In Outlook:
File, Import anf Export, Import from another program, choose Comma Separate Values (Windows), then select location of file saved as above, choose appropriate settings and click next then finish.
Exact procs depend on version of OE/Outlook but should be roughly the same.
hth
amofw