If you need to change a DBX file to PST, the method depends on how much data you have. For a few emails, manual migration may work, but with large Outlook Express mailboxes, it often becomes time-consuming and there's always a chance of missing emails or attachments.
I had to convert several old DBX files recently and ended up using GainTools DBX to PST Converter. The best thing about this tool was that it converted the existing DBX format without the necessity of having an Outlook Express installation on the computer. It is a small tool, is not infected with viruses, works flawlessly under Windows OS and keeps my folders, attachments, and emails intact.
Before buying the tool, try the free demo with a few DBX files and check the PST output yourself. That gives you a good idea of how your email data will be transferred before processing the complete mailbox.