Is there an easy way to transfer an email account from one provider to another?

Is there an easy way to transfer an email account (not only including all the emails, but the folders too) from one provider to another? For example, from MSN, who charges $10/month, to Gmail, which is free?
Update: Is there any online email provider or software that can "suck out" all of the emails and folders out of my current MSN email account?
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