you can do this by using following steps:
1.open outlook express.
2.from this choose menu option.
3.then choose accounts,then select the current pop account and click on properties
4.on the general tab deselect the option for "include this account when receiving mail or synchronizing"
and on the servers tab,deselect the option for"remember password"
5.click on ok and close the outlook express.
6.after then for setting IMAP account again open the outlook express.
after doing all that u can drag all your mails from pop3 account to IMAP account.
I have done this several times for my customers and it's pretty easy. Just pick any good client, enter the account details for both the accounts. Have it update the folders for hostA and see if all mail is there. Then, drag/drop or click-copy the folders to hostB.
Dont' forget to copy address books and other extra's if you where using IMAP with a webmail client.
Highlight all, right click and select to download the emails.
In which case i was right you dont by default have all the emails only the headers. So you have to manually do a full download on every folder, although
i dont think there is a such right click download option in outlook from what i'm aware.