personal folders

I am swapping my data to a new machine. The one thing I cannot seem to go where it is supposed to, is my personal folders (.pst)file. I have tried importing, exporting, copying from disk, and the wizard. I have the file on my pc, but cannot get it into the proper place in Outlook.
I am running XP pro, and Office Pro.
I have seen it load but have no idea where it went. when I try the import wizard, to get it from a place I put it, I am told I do not have access rights.
Any Help? Thanks Much!!