In Thunderbird, how can I import more than one set of sub-folders from my old email program?

I recently changed to Thunderbird from Microsoft Outlook Express (which I still have installed), on which I had two separate "identities", each having its own address book and set of sub-folders. The installation process successfully set up two new sets of files in Thunderbird (Inbox, etc.), one set for each of my previous identities, and successfully retrieved all the data from both address books, combining them in the process, but it has only retrieved one set of sub-folders. Is there any way I can copy the other set of folders across?