There is no conversion tool. You can buy a 3rd party utility to extract the
contents of a DBX file as EML files, but if you have the DBX file in Outlook
Express (and it has not become corrupted), just open it, select all the
messages and drag/drop them into a folder you create using Explorer (where
they will be saved as EML files). Then save it to some type of media (USB
stick, CD, etc.).
For extraction tools, see the ones at
www.oehelp.com called DBXtract and
DBXpress. Both are well worth the investment.