Importing pst.files to Mac outlook from PC

I have all my outlook messages from my previous PC windows outlook stored as pst files on a cd, but seem unable to upload/import them to my outlook for Mac (the version is office:mac 2011).The windows outlook version used on my former PC was updated to the newest version in 2010. As I understand, the windows and Mac outlook version should therefore be compatible and I should be able to import the pst files to my Mac Outlook, however, when I attempt this a new empty folder appears in my Mc outlook but my old mails are nowhere to be seen.

Would appreciate any guidance, as I urgently need to access these files. Cheers.