Problems importing Outlook express messages into Windows live Mail

Have you seen this thread: Importing mail from Outlook to Windows Live Mail

Do you see any storage folder around?

Have you gone through this link: Is there a way to open .dbx files from Outlook Express which - JustAnswer

Could you post a screenshot of how your mail box looks? Screenshots and Files - Upload and Post in Seven Forums

It sounds as though you've already done these steps and are just trying to find the darn messages.
You should have an Imported Messages folder in Storage Folder. You'll have to move the messages to where you want them, or you could just leave them there.

If you didn't do the the steps below, try it and post back your results. Thanks.

--> edit2: don't worry about the different Windows versions, basically all you want to do is copy the whole OE folder to your flash drive, put it on your new machine and import from there when WLm asks where is the stuff.

Microsoft Import / Export Mail

1) Outlook Express messages

The folder that contains the Outlook Express messages is marked as a hidden folder in Windows. To view this hidden folder, click Start, and then click Control Panel. Click Appearance and Themes, and then click Folder Options. Click the View tab, and under Hidden files and folders, click Show hidden files and folders.

Locate the folder named Outlook Express. In Windows XP, this folder is located here by default: C:\Documents and Settings\your user name\Local Settings\Application Data\Identities\{your Windows user identity number}\Microsoft\Outlook Express.

Copy the Outlook Express folder and all its contents to the Documents folder on the computer running Windows Vista. (You can store this copy of the Outlook Express folder in a location other than the Documents folder, as long as you remember where to find it.) For information about how to copy a folder, see Copy files to another computer.

2) Windows Live Mail

Open Windows Live Mail by clicking the Start button Picture of Start button. In the search box, type Mail, and then, in the list of results, click Windows Live Mail.
In the upper-left corner, open the File menu, and then click Import messages.

Select the appropriate file format and then click Next. (Options include Microsoft Outlook Express 6, Windows Live Mail, and Windows Mail.)

Click Browse and select the folder containing your "exported" messages, and then click Next. You can choose to import all the folders or only specific folders.

Click Next. You will get a message confirming the file format used and that the import was successful.

Click Finish. You can find the imported messages in the left pane, in a folder named Storage folders.