The best way I have found to move downloaded email is through setting up a small IMAP server.
Step 1: Download and install hMailServer from
http://www.hmailserver.com/
It's quick and real simple. (it's free)
Step 2: Setup the IMAP server by adding a fake domain (domain.corp) and add a user. (Remember to disable the Windows firewall or open the IMAP ports so client can connect)
Step 3: Add the IMAP account to both the mail software on the mac and on the windows computers (use the IP address of the PC with the mail software for the IMAP server)
Step 4: Now drag and drop the emails you need to transfer in to the IMAP inbox (addition folders can be added if need be)
Step 5: Drag and drop the emails off the IMAP box to the destination mailbox.
Using this method can be a life saver if their are multiple email boxes or multiple computers that need to be transfered. Since IMAP is universal this same method could be used for most any other OSs like Linux. And finally if the computers are not on the LAN together you could do this across the WAN, but that may take a while.
... Happy transfering