Do you have access to an older version of Outlook (or maybe Outlook Express)? There might be some migration tools there - then you would just need to migrate from older to newer Outlook.
As I remember, cc:Mail was very unfriendly when it came to moving from it to anything else (including its own big brother, Lotus Notes).
If the cc:Mail account is still active and available, it might be possible to forward copies of needed mail from that account to your new Outlook account. Not fun, but if you need archives, it's one way to handle things.
Lady Niniane