Sensible, that's right, the string of numbers will be different. When you say "import", you did actually use an import option in OE and not simply copy the files? Within OE, something like "file, import, messages.." maybe. See BOAC's response.
The files are, as you say, usually "hidden". You can display them by setting your folder options to "show hidden files" for that folder, and you can actually unhide them by right-clicking, properties, unticking the appropriate box (sorry, approximate 'cos don't have XP to hand).
As long as you don't actually delete something, the emails will never actually vanish, so don't worry too much. But you should be able to import them into OE. If push comes to shove, there are plenty of other simple email readers one of which you could install simply to get a look at those particular emails. But you should do it the easy way first.