This assumes Outlook 2003, Windows XP Professional, and a default configuration.
If everything is stored in Exchange Server, then just configuring your Exchange profile should bring down all mail from the server.
If you are using local email storage, you will want to move your .pst file(s) to the new machine.
C:Documents and Settings[username]Application DataMicrosoftSignatures
Export rules from within Outlook (click “Options” button in the rules configuration area). You will save them onto your harddrive as [something].rwz. Import these rules to the new machine.
Navigation Pane Settings
C:Documents and Settings[user]Application DataMicrosoftOutlook[profile].xml
C:Documents and Settings[user]Application DataMicrosoftOutlook[profile].nk2