Our company recently did the opposite--migrated from Outlook to Notes, and while we did use a special 3rd party migration tool to transfer appointments and address book entries, this did not migrate any of the users' messages.
Our Domino server was using a different domain name, so we just had our users sent the emails they wanted to keep to their own "new" email addresses. Once received in Notes, they could organize them however they wanted.
If you are using the same domain (i.e. the addresses are staying the same) then this won't work for you...