If you transfer data using a supported method, DL's transfer fine. We have
no idea what you're doing.
Correct methods are posted here daily. Note that none includes export or
import, which will lose DL's every time.
The file you need is your Personal Folders file (*.pst) It's where all the
mail, calendar, contacts etc are stored.
Take a look at these pages for info on Outlook data backup or transfer:
http://www.slipstick.com/config/backup.htm
http://www.howto-outlook.com/Howto/backupandrestore.htm
http://office.microsoft.com/en-us/assistance/HA010771141033.aspx
Note that some of the information on these pages is outdated and no longer
applies to Outlook 2003 or 2007. Specifically:
1. Ignore any advice to copy your PST file to Outlook's default location to
connect it to your profile. Doing so only corrupts your profile. Copy it
anywhere BUT the default location and open it within your Outlook profile.
2. Ignore any advice that tells you to use export or import to transfer
Outlook data. That has never been sound advice, but the process has become
too deeply flawed now to be of any use.