I've just experimented with this, and what worked for me was to export as a .CSV, then use an email program to import the messages. You'll probably need to go through a mapping process - e.g. title = subject, message = body etc., but this will be wizard driven, and hopefully straightforward. You don't have to map every field.
I ended up with a very usable bunch of messages, although I couldn't see how to map the date in Outlook 2010.
You can experiment to see if exporting as XML works with your email program.
Obviously you can only do 50 at a time.
HTH
SD