Actually, that support page makes it very complicated. Do you just want to transfer your emails? If so, what you have to do is find your "store folder". This is located in different places depending on your OS. I suggest searching for "*.dbx" files. Simply copy the entire folder that you find and move it to the new computer. Then put in a place you feel comfortable with. Then go into OE and Options->Maintenance, and click on "Store Folder". When you select where your folder is, make sure you read the dialog that pops up carefully, or you'll delete all the old messages. Then you're done.
Hope that helped.
I keep my store folder in my "My Documents". It's easier that way (for me). My store folder has upwards of 1200 sent messages and over 4000 emails in it, in over 20 folders. It has survived several OS changes and re-installations, hard drive changes, and 2 computers.
But I should mention that the My Documents folder is physically my second hard drive, which makes it easier. I also feel safer when it's not on my OS drive.
Oh, and I back it up frequently