This article explains how to import MMF and PST files into Outlook Express. If you have saved the files to to a CD-R disk, you will have to copy the files to a folder in Windows and remove the "Read Only" attribute.
To do that, open the folder containing the files and press Ctrl+A to select all. R-click a file and choose "Properties". Remove the check from "Read Only" and click "Apply".

Read: How to Import MMF File into Outlook Express [176267] http://support.microsoft.com/?kbid=176267