It's always a good idea to state your Outlook version.  The following are
for Outlook 2003, but the equivalent exists in other versions as well.

To transfer data from OE to Outlook, in Outlook click File>Import and
Export>Import Internet Mail and Addresses>Next, select Outlook Express,
uncheck Import Mail and Import Rules, click Next, select the duplicate
handling you want, and click Finish.

For transferring from Palm to Outlook, use whatever sync software came with
your Palm.  I don't think that there can be any duplicate checking for that
process, since Outlook doesn't actively participate in that transfer; it's
just a data repository.