Export News from Outlook express and import into windows mail

I only used outlook express for newsgroup so I need to backup and transfer all the messages that I flagged with the glasses icon. I just installed windows mail and it only downloaded the first 1000 messages. I can't see all of my messages because some of them they are old ... maybe 2002 but i need them all in the same place.

How can I transfer these messages and the replies to windows mail?