Thunderbird mailboxes are cross-platform, and you can import Outlook Express mailboxes to Thunderbird on Windows. So my suggestion would be to import your friend's Outlook Express mailbox to Thunderbird, then move his Thunderbird profile directory over to the Mac. Finally, follow this set of directions
to import the Thunderbird mailboxes to Mail.app.
UserAgent: Mozilla/5.0 (Windows NT 6.1; Win64; x64; rv:2.0b8pre) Gecko/20101127 Firefox/4.0b8pre
Laptop: HP Compaq nx6325 - Turion 64 X2 @ 2GHz, 2GB DDR2, 100GB HD, ATI Radeon X300, 15" LCD, Seven Pro
Handheld: Palm Treo 650 - Intel PXA270 @ 312MHz, 10MB RAM, 32MB flash, 2.7" LCD, Palm OS 5.4