Import many emails into Outlook 2003

When using either the export function from OE or the Import function in Outlook 2003 I get messages saying there is not enough room for all of the messages this person has in her folders (one folder has over 15000 emails in it). It seems to me that the Outlook program is using the OE file format(2GB) for storing the emails when I know it has the ability to use much larger files(20GB). How do I force Outlook 2003 to use the larger file size.