Mbox import to Outlook 2011

I can not import mbox files into Outlook 2011.

The procedure in Outlook is below but I do not get a choice to select Apple Mail:-

On the Outlook for Mac File menu, click Import. Click Information from another application, and then click the right arrow. Click Apple Mail, and then click the right arrow. Click the items that you want to import (for example, messages), click the right arrow, and then click Finish.

How do I import mails from apple mail to Outlook 2011...???