Export an Individual Message from AOL's "Saved on My PC" Folder
To save an individual email from your AOL Saved on My PC folder:
Select Mail | Saved on My PC (Filing Cabinet) from the menu in AOL.
Open the folder containing the message you want to export.
Click on the message with the right mouse button.
Select Forward from the menu.
Enter either your new email address or your AOL address in the Send To: field.
Click Send Now.
Open Outlook Express or the email program you want to import the message to.
Download new mail.
If you forwarded to your new email address, download all new messages from that account.
If you forwarded to your AOL address, make sure you access the AOL account via IMAP in the email client you want the message to appear in.
Move the original attached message to its final destination in your email program.
If you use Outlook Express, double-click the forwarded message to open it in its own window.
Drag and drop the attached messages (it should appear under Attach: right below the subject) to the Inbox folder, for example.
To export or restore more than one message at a time, try a tool like ePreserver. (not free)