I didn't find a way to get my mail from ZD to Mac Mail without using a third-party utility. I evaluated two different utilities: Emailalchemy (
http://weirdkid.com/products/emailchemy, $30) and Transend Migrator (
http://www.transend.com/products_transend_migrator.asp, $50). Both utilities provide free trial versions that provide just enough functionality to verify that they will work.
The trial versions both seemed to do the job. I converted the mail to mbox files, which I was able to import using Mac Mail. I bought the license for Transend Migrator because it also handles conversion of Lotus Notes e-mail, and I have some Notes mail that I wanted to convert at some point. Transcend Migrator only runs on Windows -- I exported my ZD mail to a NAS drive that I can access from both my Mac and Windows machines. Emailalchemy runs on both Mac and Windows.