It should be possible to import mail from any other email client, by using an IMAP server. Take a spare or borrowed computer, install Linux on it, and get IMAP working. From your current email program, drag all your messages to the IMAP server. Then run Thunderbird, and drag the messages to local storage.
This should even work from a closed, proprietary program like Outlook. I love open standards like IMAP!
You could probably run the IMAP server on your Linux workstation, but I haven't tried that. I've just used IMAP on a second computer.
I use IMAP on a dedicated Linux server for all my mail. I can pull up my mail from any computer in the house, if I want to. I can try new email clients, without having to worry about porting my messages. IMAP really is better than POP.
If you have an always-on connection to the Internet, you can even set up your IMAP server so you can pull up any of your mail from anywhere on the Internet. If you do that, I suggest you set it up for only SSL-encrypted IMAP.
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