So after listening to the guys at BUMP they mentioned a little program to transfer your mail from Outlook to Mail in on your Mac, O2M is the program. After installing it onto my windows machine registering it and running the program, I loaded it onto my Mac imported the mailboxes and hey presto, added the email setting's and there is all my mail, great little app.
This is getting so that soon I'll not use windows at all, oh apart from playing FarCry !