If you want to process a whole Entourage mailbox, just drop it on your desktop first, Entourage will create a '.mbox' file (ex. Inbox.mbox') and then drag and drop this file over eMail Extractor.
If you would rather get a few selected e-mails to be processed then create a folder on your desktop, open Entourage and just drag and drop the e-mails to process from your Entourage mailboxes to this folder first and then drag and drop the whole folder over eMail Extractor.
In both cases eMail extractor must be set to merge results, 'Preferences' menu -> Merge multiple files results.
This way you will get a clean e-mail list from your Entourage.