This will work if Outlook Express on your laptop is still in its 'virgin' state. i.e. it will replace the limited collection of folders on your laptop with the bigger collection from your desktop PC. If you've already got loads of e-mail and/or folders on your laptop's Outlook Express, don't use this method as you risk erasing existing mail. (Otherwise, it's perfectly safe. I've done it loads of times myself).
On your desktop PC, run a search for *.dbx. This will show all of the folders for Outlook Express. It's these folders which you want to burn to CD (or put onto some other form of removable media). I'll assume that you know how to do that bit.
Put the CD (or whatever) which contains those files into your laptop and open the drive to display the files (i.e. double-click on the icon for your CD drive). Ensure that the window only occupies part of the screen.
Now search, on your laptop, for *.dbx. Right-click on any of the files and select 'open containing folder'. Once again, ensure that the window only occupies part of the screen.
You'll now have two windows open on your laptop. In the CD window, click on any of the folders. Then go to Edit > Select All. This will highlight all of your folders. Click on any of them and, while holding the mouse key down, drag them across to the other window.
You'll be asked if you want to overwrite files with the same name. Select 'Yes to all'.
Job done!
Chris