Tools > Options > Maintenance > Store folder will reveal the location of
your current Identity's store
(http://www.insideoe.com/files/store.htm#storemain).  Write it down.

If you were running OE5 or higher in Win98:

In WindowsXP, the OE user files (DBX and WAB) are by default marked as
hidden. To view these files in Explorer, you must enable Show Hidden Files
and Folders under Start > Control Panel > Folder Options > View.

In Explorer, search for .DBX files.  Any found which are not located in your
current store will most likely be those from your OE5 Identity.  You can
Import them using File>Import>Messages....

Mail Folders, Address Book, Messages Missing After Upgrade to XP
http://support.microsoft.com/?id=kb;en-us;q313055

If you were running OE4 in Win98:

In Explorer, search for .MBX and .IDX files.  These are the old OE4 files.
Follow these steps to import the data into OE6:

http://insideoe.tomsterdam.com/faqs/how.htm#importOE4