[fusionx]

Drop them in any folder you want, then go to
Tools-->Options-->Maintenance, click the Store Folder button, and select the correct directory. Or, click that button, get the current directory, and drop them all in there (probably best).

Restart Outlook Express. If you don't see your folders, go to that directory and delete (or rename if you're cautious) folders.dbx, the restart Outlook Express. Outlook Express will reindex the folders and you'll see them in your folder list.

Actually, all of the .dbx files should be in the same directory, if I remember correctly.