Importing .pab address book

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I am trying to import a Personal Address Book in to Outlook Express 6. The
..pab file was created by Outlook 2003. I understand that to import a .pab
file in to OE one has to click on File, Import, Other Address Book then
select Microsoft Exchange Personal Address Book. The problem I have is that
the option "Microsoft Exchange Personal Address Book" does not appear in the
list of options!
Can anyone please advise?
.