Conversion e-mails from MS outlook

I would like to migrate from MS Windows XP to Ubuntu and I need to convert some data to the formats readable with Linux. There is no problem with Office, but a big issue is MS Outlook messages. I have several thousands of file folders with saved .msg files with attachments ( .doc, .xls ... ). I would wish to keep the structure of the folders and copy all the data from Windows partition to Linux partition. Is there a tool to manage it?

I need following functionality:
- to keep the same folders structure
- to convert .msg files
- to save the attachments in the same format