Currently Being ModeratedNov 22, 2011 6:07 PM (in response to beckmart)
I've found that you often have to import your mail from Entourage to Mail bit-by-bit as Mail seems to 'choke' part-way through and you end up with empty folders. With some patience it will all import eventually.
Have you look at this webpage?
There are some links there to scripts you can use to export your data, hopefully while retaining important Entourage information (#3 under "Bacics for exporting your data").