To migrate a mailbox from Courier to Thunderbird (on Windows XP) you need Courier installed, Thunderbird and a program called Courex (get the latest copy here Courex)
Courier email box (if in standard location): C:\Program Files\Courier Email\Mailbox
Thunderbird : C:\Documents and Settings\....(1)\Application Data\Thunderbird #(1) here is the name of your user
The Locales folder: C:\Documents and Settings\kiwi\Application Data\Thunderbird\Profiles\qvu1n3nv.default\Mail\Local Folders\
#(1) here is the name of your user
#(2) this entry is similar but never the same