It might sound strange, but sometime it is necessary to migrate from Thunderbird to Outlook.
Robert Ploschek explains in his blog how this can be done:
Robert Peloschek aka Unic0der: Importing Mozilla Thunderbird mails in Microsoft Outlook and Outlook Express
This actually works, but is somewhat cumbersome.
I guess if one has access to an imap server, it is easier to move everything onto the imap account and pull it over to outlook from there.