I have the same question as the OP.
I have one user that has been using OE, and I need to get his mail onto Zimbra. The Outlook tools are excellent, BTW. I am trying the following right now, so you might try this too...
Export the messages in OE to Outlook. If Outlook is not on the user's PC, install temporarily to facilitate the export. (See
MAPI error messages when you import or export messages in Outlook Express)
Then run the Zimbra PST Import Wizard.
I'm thinking that should do the trick.
Good luck.