From CNET:
http://reviews.cnet.com/4520-6536_7-726548-1.html
The address mess
Before you abandon AOL (if you're not interested in the new 7.0 version), make sure that you can export your address book and contact lists to your new ISP. And don't cancel AOL until you have your new ISP working. There's no easy way to export AOL's Address Book to Outlook Express or Netscape Mail, but I've found a workaround that will do the job.
1. Log on to AOL and send a message to everyone in your address book with your new contact info. Copy yourself on this message. Log off.
2. Log on to your new ISP. Launch Outlook Express (which usually comes preinstalled with Windows), open the message you sent to yourself, select the Tools menu from inside that message, then click "Add to Address Book" > "Everyone on To List." Outlook Express will ask you to OK each new address book entry one by one. (Just make sure that none of these names are already in your Outlook Express address book, or the program will stop in the middle of the process.)