Migrating Outlook Express's inbox

The days are starting to look numbered for Outlook Express, Microsoft's slimmed-down email client. (Why do they call email programs 'clients'?) It was not added into the Vista suite of programs, and neither is it be in Windows 7. You either buy the full Outlook program, or use one of the many free email clients, like Thunderbird, which is what I use at home. But I still use Express at work, because I like its simple interface, even if it doesn't have all the bells and whistles of its big brother (most of which I find a distraction). So if you are planning to switch, how do you migrate the contents of your Outlook Express inbox? If you switch to Thunderbird, the latter walks you through a simple process. If you switch to Outlook, it's a bit more complicated, but PC World has a good description here.