I exported the messages, but where did they go?

In Outlook Express 6, I clicked File | Export | Messages, then picked the folders I wanted to export, and then watched a progress bar make progress in an Export Messages dialog.

Where are the messages now? I want to move them to a new computer and Import them.

Edit: It never asks where to save them. I ran the Export three times, each iteration more deliberately than that last, and there is no user-configurable output option.

The clue is at the beginning of the process, where the Outlook Express programmers tell the user "This will export messages for Outlook and Exchange."

As the export progresses, navigate to your Local Settings\Application Data folder, and locate Microsoft\Outlook. Inside that folder there is a file named <profilename>.pst. That is the output!
For Win7 Virtual Machine XP mode, look in Local Disk (C:)\Document and Settings\XPMUser\Local Settings\Application Data\Microsoft\Outlook\Outlook1.PST
You can see the emails come in if you have Outlook 2007 open at the same time as Exporting, and you have set that file as the default Data File under Outlook menu: Tools, Acct Settings, Data Files, Settings. Outlook.PST in C:\Users\User\AppData\Local\Microsoft\Outlook\Outlook.pst

After the export completes, a Copy dialog may appear, revealing that the results are being copied to My Documents. If the amount to be copied is small, the Copy dialog may vanish unnoticed; it did in my case.

The final resting place for the Export is thus My Documents/<profilename>.pst.

Try locating the Store Folder...

Step A: Locate the Store folder

1. Start Outlook Express.
2. Click Tools, and then click Options.
3. On the Maintenance tab, click Store Folder.
4. In the Store Location dialog box, copy the store location. To do this, follow these steps: 1. Put the mouse pointer at one end of the box under the Your personal message store is located in the following folder box. 2. Press and hold the left mouse button, and then drag the mouse pointer across the Your personal message store is located in the following folder box. 3. Press CTRL+C to copy the location.
5. Click Cancel, and then click Cancel again to close the dialog box.

http://support.microsoft.com/kb/270670

I would try it myself, but don't have Outlook Express 6...

I would check out this article on other ways to export the messages...drag 'n drop for instance...

http://www.codeconscious.com/outlook-express/exporting-from-outlook-express.html

I just do a search for *.pst, as it can end up anywhere - in my case, I had it turn up under C:\Windows - not exactly intuitive.