What information do you want to transfer? Messages? Contacts? Account settings? Attachments?
To transfer the messages, do the following from within Outlook:
- Go to File / Import and Export.
- Click Import Internet Mail and Addresses, and then click Next.
- Click Outlook Express.
- Tick "Import mail".
- Follow the remaining prompts.
Note: I don't have Outlook 2010. The above works in 2003. I assume it's similar in 2010, although the actual wording might have changed.
If you want to transfer any other information, let us know what it is.