To convert MBOX to PST, use a specialized email conversion tool like Sysinfo MBOX to PST Converter. Install and launch the tool, then select the MBOX file you want to convert. Follow the on-screen instructions to preview and then export the MBOX data to PST format. Save the resulting PST file to your desired location, which can then be imported into Microsoft Outlook using the "File" > "Open & Export" > "Import/Export" feature.