If you use Incredimail and want to import the messages to Outlook, you'll need to use a program that can convert them to a format Outlook supports.

Incredimail Backup Pro will export them to EML format (used by Outlook Express) and once they are in OE, you can export them to Outlook.

IncrediConvert is free but may not work with all versions of Incredimail due to file format issues.

If you just want the mail in a standard format for archival purposes, ABC Amber Incredimail Converter will convert it to various documents formats. They also have converters for most email applications, including Outlook, and for many other file formats.

Incredimail supports exporting contacts to CSV format, which Outlook can import.