Hi there
I've been through this before -- note your service provider must be able to provide an IMAP service. If it can't then you are stuck with POP3 although most DO provide IMAP service now.
It seems it can't be done so do this.
1) download the Outlook BACKUP program pfbackup.exe from ms and SAVE your folders to disk / usb or whatever.
2) ensure you remember your account name and password, and server settings such as the mail servers names.
3) delete it.
4) re-create it but use IMAP insead of POP3.
5) Open the backup program pfbackup.exe -- in outlook 2010 its in the AAINS and on 2007 it's in the main file menu.
6) now move / copy these folders to the appropriate ones in your new account.
7) close the personal folders.
Now Outllok should work perfectly using IMAP.
Backup program can be found here
Download details: Outlook 2007/2003/2002 Add-in: Personal Folders Backup
Notes on how to use -- this DOES work on Outlook 2010 as well BTW.
Using the Microsoft Outlook Personal Folders Backup tool - Outlook - Microsoft Office
Cheers
jimbo