Importing saved email from a CD ROM or other drive

I recently re-installed XP Pro on my C:\drive as I had MSN Visual C++ problems. I saved all my email to a CD ROM but find that now I cannot access it. How do I open these emails as the OE import feature will not import them because they are in a folder and I get the message “no messages can be found in this folder” yet it shows inbox.dbx, deleted items dbx etc..