It sounds like the account was set up as POP on the other computer, with the normal option to delete the mail from the server after being downloaded. Export the messages from OE to eml format by dragging them to an Explorer folder, then import them to TB either with [https://addons.mozilla.org/en-us/thunderbird/addon/importexporttools/ ImportExportTools], or, if there are only a few, by dragging the eml files and dropping them onto a TB folder. See the Windows Mail section [http://kb.mozillazine.org/Importing_and_exporting_your_mail here].