Assuming that you have Outlook 2007 (it is not possible in previous versions unfortunately):
- From the Rules Manager menu... Rules... Import... Outlook Rules...
- Default options in the window that appears should be fine, but change if required. In the first instance I would always suggest to disable imported Outlook rules instead of delete them - they can always be deleted by rerunning the import later (it will not import duplicate rules).
- Click Import.
That should be it. Note that only certain Outlook rules are supported currently, as some are still not accessible to other applications.