Did you know that IE has a limit of 2Gb for mail?
Try some of the following
http://support.microsoft.com/kb/321505
http://www.windowsbbs.com/microsoft-...t-showing.html
http://forums.techguy.org/web-email/...nbox-does.html
You may also want to try using Thunderbird it will import everything for you, easy setup
http://www.mozilla.org/en-US/thunderbird/