I've been used to dragging the icon to the left of the URL in a web browser to a folder and it gets stored as an internet shortcut on Windows. You can do the same in Safari on the Mac and it is saved as a webloc file. However, the URL part is stored in the resource fork. In order to get a more portable webloc file in which you can view the stored URL as plain text, you should drag the full text of the URL to Finder. This still results in a webloc file, but the URL is readable as plain text so that you can open the webloc file in a text editor.
After becoming the proud owner of a shiny new black MacBook recently, I've been reading up about switching email from Windows Outlook (2003) to Mac OSX Mail. Demdike has some done some research on switching from Outlook to Mail via Thunderbird. My plan A for now involves using VMware Fusion to get Office 2007 running on the Windows virtual machine that I've installed. This seems to be the most pain-free way of switching email over for now. Plan B (medium term) is to actually move over to using the Mac proper for email.