How to import MS Office 2003 PST to Entourage

I just bought an iMAC and would like to import PST to Entourage. Apparently there exists a known method for moving PST to Entourage using either sneaker net or a LAN, but these methods presuppose that you are using Outlook 2001 or have both systems on an Exchange Server. I tried these methods (not the one requiring Exchange), and they failed calling the PST file corrupt. I also tried to import just a CSV file, with the same result. Has anyone actually done it, or found a way to sync the two, or do I need to keep a Windows box alive to archive my mail?