I used the system upgrade to Panther for a full backup and a clean Panther installation. Therefore, I had to import my old e-mails back to Apple Mail. Apple Mail puts all imported e-mails in a folder called "Imported" (or something similar - I use the German version), so I had to move them manually to the desired locations. Everything worked fine, except for the Inbox folder: I always got an error message that I cannot put my mails in there. Well, the problem can be solved easily:
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031102123631512