Outlook 2010 Mail import

Question

Currently I am using mac use Ms entourage 2008 as the mail client.
Now I am thinking to switch over to windows system having outlook 2010.

So I am concerned about all the emails that I have in entourage 2008 on my mac. I want then on my windows system too as the mails are important.
There are thousands of mails that are saved in different categories of folders.

How can I transfer all the data from entourage to outlook???
I am not a techy person, so please give some easily carried out solutions.
Thank you.