i have done this but I didn't get the address book and remaining all I got. Address book is most important.
see for that what u need to do is..
after selecting export, where u get the option to select what to export, click on the top most item which wud be something called "personal folder", select that. then select the tick mark called "include subfolders" and press next..
this will export not only ur mails but also address book, journal, task list, calender entries and notes and everything else.