Ralph, I'm not sure quite what you're up to, but you definitely CANNOT use Mail from within OS 9.2.2. It's an OS X program. You must boot into OS X. As for saving your address books etc. - your OS 9.2.2 setup won't be affected by your OS X setup. Simply import your mail and address book into Mail. Assuming that you've been using Outlook Express in 9.2.2, this is a fairly straightforward matter. But again - you have to boot into X in order to do it. Generally, once you open Mail for the first time in X it asks you if you want to import mailboxes - follow the directions and you'll be all set. It imports from a number of applications. Of course, in order to try this out myself, having only recently upgraded this computer to Jaguar (and running Entourage, not Mail as my primary email program) I said "ok" when it asked if I wanted to import my mailboxes from Entourage. Silly me...forgot that I have over 3000 messages in my Inbox and 4500 in my Sent Mail folder. God only knows when it will finish...and one of these days I'll delete 'em all, since I'm not about to edit TWO mail programs' inboxes etc. "Cancel" doesn't work once it starts...sigh. Force quit works though.
To get your addresses into the Address Book which Mail uses to store your contacts, the easiest method is to run the AppleScript that is in the Example AppleScripts in the Applications folder. It's called "Import Addresse.scpt".