So, you've used Outlook Express as an intermediate step in transferring your messages from Eudora to Outlook, right? This seems to make sense, since OE has an option to import from "Eudora Pro or Light (through v3.0)", while Outlook does not have an option specifically for importing from Eudora. And, OE has an option to Export, which exports to Outlook or Microsoft Exchange. Or, you can open Outlook and Import from OE.
Did you view your messages in OE? Did they look OK there?