Outlook Express has an Export feature. It's under File > Export. This will allow you to export your Outlook Express Email messages and address book into MS Exchange or Outlook format. Once exported, your email messages should be in a .PST file and your addresses in a .PAB file (file name could be either OUTLOOK or MAILBOX).
Do a search for these files on your old computer, and copy these 2 files onto CD or Zip disk.
On new computer do a search for the .PST and .PAB files that Outlook has created (make sure to un-hide system files). Copy the .PST and .PAB files from the CD or Zip disk over top of the ones on your XP computer. The next time you open Outlook on your XP computer, all your email messages and addresses should be there.