PstExporter runs entirely on the Mac and, unlike other programs, does not need to have Microsoft Outlook or Windows installed.
Files generated by PstExporter can be easily imported with programs like Apple Mail or Microsoft Entourage. The Help that comes with the application provides detailed information on how to convert to different Email programs (Apple Mail, Thunderbird, Entourage).
Check Arrow Bit's website for some interesting video tutorials.
Trial version is limited to 20 messages per folder.