Address Book: File > Export > Address Book (WAB) > Copy the exported WAB
file to CD > Copy the WAB file from the CD to the WinXP HDD (suggest the
desktop for convenience) > Remove the Read Only attribute it will have >
Import into WinXP's Address Book via File > Import > Address Book (WAB),
pointing the wizard to the desktop.

References:

Backup & Restore OE Data
http://www.insideoe.com/backup/index.htm
http://www.oehelp.com/backup.aspx <=includes info on Windows Mail in Vista

Importing OE Data (all DBX files, including Folders.dbx)
http://www.insideoe.com/faqs/how.htm#importOE5

Importing a single DBX file
http://www.insideoe.com/faqs/how.htm#importdbx
http://www.oehelp.com/backup.aspx (last paragraph)

About OE Files & Settings
http://www.insideoe.com/files/index.htm

About OE Registry Keys
http://www.insideoe.com/files/regkeys.htm

Using WinXP's FAST Wizard, by MVP Gary Woodruff
(Please read the caveats about Outlook Express)
http://aumha.org/win5/a/fast.htm