After a few suggestions from a friend I eventually found the solution to importing mail from Mozilla into Outlook. It's a grotesque and hacky travesty of application compatibility, but there you go.
The full instructions are on Google NewsGroups here. In summary, you have to install Eudora 5.x. Eudora can import from Mozilla. Then you use Outlook Express (6) to import from Eudora. (OE says it can only import from versions up to 3, but it lies. 5 works fine, too.) Finally, you use Outlook to import from Outlook Express. (Outlook says that it can import directly from Eudora up to version 4, but it seems to make an incorrect assumption about the location of your Eudora mail store, and won't allow you to change the import directory.)
You also have to watch the import from Mozilla to Eudora closely, because it seems to occasionally merge huge bundles of messages into a single one. (Open up each folder in Eudora, and look for messages with unusually large file sizes.) At least the bug seems to be consistent: running the import twice in a row will consistently merge the same messages. To get around this, I spent some time shuffling the affected messages around in Mozilla (putting them into different folders), and then re-importing.
Note that you also have to tell Mozilla to Compress its folders (from the File menu). It seems that when you move messages between folders in Mozilla, it just updates the mailbox indexes, not the mailbox files themselves. And it's the mailbox files that Eudora imports. Compressing the folders forces Mozilla to physically move the messages, and re-index everything.
End-to-end time: about two hours this evening, plus an hour or so scouring the net to find out how to do it in the first place. Thanks, Mozilla. Don't expect to see me back again.
Josh Schneider
Just a little extra note about this post. I was equally frustrated by Mozilla/Outlook export-import incompatibility, as I recently lost my hard drive and had to rebuild. In the meantime, I got mail in a fresh copy of Mozilla, but I've always preferred Outlook as my main mail prog. Another solution: Select all your messages in Mozilla and send them to yourself as attachments to an email (could do this for multiple folders, as well). Receive the email in Outlook, open it, and then select and save all the attachments (en masse) in a new folder, where they will become MSG files. Buy or use this program (free trial) http://www.pawsthemoment.com/msgtopst/download.shtml to convert all the resulting MSG files to a new PST file, and then import that into the desired folder in Outlook. Done.