I put my inbox.dbx folder in a backup directory where i would remember where it was. I forget where the windows default directory is for it, but anyhow...
After copying your dbx file, you MUST change the attribute! When you copy a file to a CDR, it becomes READ ONLY. If you do not remove the read only attribute, the import will never work.
Open up OE, go to 'Tools', 'Options', 'Maintenance' Tab, 'Store Folder', and change it to the directory you stored your DBX file in.
Hope this helps...