Transfer Contacts/mail to another machine

I need to transfer my contacts and messages from Outlook 2003 but there is no “import/export” option availble due to some problem I can’t fix. Is there anyway to do do this not using this feature? I notice there are quite a few *.pst files in my c:\documents and settings\”user”\application data\microsoft\outlook folder. Which is the correct one or can I just copy everything in that folder to the same folder on the new computer?