I tried various things to convert Outlook Express dbx files to mbox or eml files. I wanted to import my mail into Zoe, but converting to text files is also a good way of ensuring that you've got a readable backup of your email.
PC Programs for conversion:
One of the methods which I didn't try was to use an IMAP server and an Outlook / Outlook Express client. Basically, you connect Outlook to the IMAP server, drag the email folders across, Outlook converts them and you can read the mbox files from the server. Alternatively, you could use another email program to read the emails back from the IMAP server.