Icarus' solution works quite well - better than his father's trick with the feathers and wax - but there are a couple of oddities.
I tried it and just wanted to export Name and E-mail address; the Outlook "export" routine gives you the chance to select those. But Outlook Express only found the Name in the *.CSV file and ignored the e-mail address (which was there).
You can see the file's contents in Notepad as it is a text file. Each Name and E-mail entry is on a separate line. There were no commas at the ends of the lines so the second field was ignored and all I got imported into OE Address book were the Names.
The first line of the CSV file is the field names; in my case Name and E-mail Address. Using Notepad, I put a comma at the end of this line (and saved it) and, hey presto, the OE import routine accepted both fields.
The other oddity is that after exporting the Outlook Address Book, every E-mail Address Entry has added to it the phrase "SMTP plus Name" (without the punctuation).
For instance:
Bill Smith
[email protected]
appears as
Bill Smith
[email protected] SMTP Bill Smith
What now, Icarus?