I have met this issue before and I solved it by this method.
I downloaded DBXconv and saved it into a directory with a copy of my Outlook Express mailbox files. I ran the following command to extract the messages into .eml format.
dbxconv -eml *.dbx
The utility quickly created a folder for each of my .dbx files and created an .eml file for each of my messages. I was then able to import the files into Outlook 2007 by:
1) Dragging the .eml files into Windows Mail
2) Exporting the messages from Windows Mail
3) In Outlook 2007, Selecting File – Import and Export – Import Internet Mail and Addresses
4) Select Outlook Express 4.x, 5.x, 6.x or Windows Mail
5) Check the Import Mail and Import Address book boxes and press Next
6) In the Import Addresses window you can set how you want duplicates to be handled – Select the option and click Finish
In addition, I find this KB article on Microsoft.com, it also introduces how to import Outlook Express messages into outlook 2007.
See http://www.slipstick.com/outlook/convert_oe.htm for the steps needed to convert from OE to Outlook.
ETA: you need the folders.dbx file along with the other dbx folders.
In reply of your quarry I recommend you to use DBX Converter http://www.dbxconverter.com/Get More Info here - http://gallery.technet.microsoft.com/office/DBX-to-PST-0ba39061