There may be other ways of doing it, but I copied the Outlook.pst file on my machine and it copied everything across fine (all this worked in Office XP - and maybe Office 2003 is slightly different, so bear with this).
There is a wizard in Outlook that allows you to import data under the 'File' menu. Select 'Import and Export' wizard, then choose 'Import from another program or file'.
You then need to locate your old Outlook.pst file on your old HDD. It should be in the Windows folder, so use Windows Explorer to do a search for 'outlook.pst' in the Windows folder of the old HDD.
Point the wizard to the file and away you go.