You do not have to export your message history in ICQ 6, as it already comes in a Microsoft Office Access format.
You need to have Office 2003 or 2007 to be able to open it.

It's the file "Messages.mdb"

In Windows Vista you find them in
C:\Users\your username\AppData\Roaming\ICQ\your ICQ number


in Windows XP it's C:\Documents & Settings\your user name\ICQ\your ICQ number)

Please notice that those folders are most likely hidden folders so allow viewing them in the folder options.

Once you have opened it in Access, you can use it in any Office product as you please.