This is a perennial pain with Thunderbird and one of the reasons that I do not use anything by Mozilla, as they do not tell you prior to installing TBird that moving an address book back to Outlook Express is a hit or miss affair.
Outlook Express holds the address book as a .wab file which TBird will recognize and import happily.....but TBird holds its address book as a .cvs or a .ldif file, which Outlook Express is not so happy about.
First thing to try is in Outlook Express go file>import>other address book (note the "other").......hopefully you will find in that dialogue when it opens a reference to either .cvs or .ldif and by clicking on that you may get the addresses.
Failing that, you may have to go into Tbird and file>export the address book to a preselected folder you have created and then use a .cvs to .wab converter such as
http://www.worldstart.com/tips/tips.php/1949 then use the Outlook Express file>import function.
I have never used such a converter, and have no idea if the prog. associated with the above link is clean or effective, but there are dozens of such progs listed on a google search so which to use may be a lottery.