I have been trying to figure out a way to migrate my accounts from Entourage 2008 to Mail, and ultimately to Outlook and/or Mozilla Thunderbird. I even phoned Microsoft, and their IT guy couldn't give me an answer. Luckily, I remembered the important phrase, "Google is your friend."
I got to
this Apple discussion page and used the procedure posted at the bottom of the page. It worked for Mail, but I haven't tried it yet for Outlook (which I plan to buy) and Mozilla Thunderbird (which I downloaded but haven't installed yet).
EDIT: It doesn't work with Thunderbird.
