Import mails in Mail.app from Entourage - all unread, not flagged and no categories?!

I want to switch from MS Entourage 2004 to Apple Mail.app 4.5 (OS 10.6.8).

I tried to import my e-mails (about 30.000) in Mail.app from Entourage 2004 and I wonder:

is it normal that all the imported mails are now unread and not flagged?

Is there a way to import them and preserve their status (read/unread and flagged/not flagged)?

Is there a way to also preserve the information of categories used in Entourage 2004?

(Mail.app does not seem to have a similar feature, would it be possible to write the categories into a spotlight comment or somewhere else?)

Another problem was:

I tried to import the entire database at once, but ended with a lot of empty folders in Mail.app

So I had to import 13 times some subfolders, because it seems that at a certain point Mail.app does stop importing and only preserves the empty folder structure)