I assume you are currently running Outlook Express on OS 9 ?

Outlook Express keeps your mail and addresses and calendar together in a single integrated database. You'll find it in Macintosh HD/Documents/Microsoft User Data/identities folder on your old machine. (save the whole "Main identity" folder, the Database and Messages files need to be kept together.)

Use the Outlook Express "Export contacts" feature (File menu when the address book is displayed) to export your contacts to a flat file. Then move that file over to your new OS X machine.

Once you have accomplished that, then you can look in the OS X /Library/Scripts/Mail Scripts folder for the "Import addresses" script and run it. Point it at the Contacts Export file.

Did you also want to import your Mail messages?

To do that, you need to get Outlook Express running under Classic on your new OS X Mac. Take the old "Identities" folder from the OS 9 Mac and place it in your Home folder in the Documents/Microsoft User Data folder on the OS X Mac. (that's a slightly different place, under the Home folder instead of directly under the disk.)

Once you've accomplished that, you can run the OS X Mail application and select "Import mailboxes".