David,
You can actually get this file within a group. Simply display your group (People > Groups > View All and then click the group name). Click the check box in the header bar and then click the Actions gear at the bottom of the list. Click Export > One record per individual. You can save the Excel spreadsheet on your computer and then import it into Outlook.
Another way to do this is to run a membership report such as P1000. This will help you isolate particular statuses (such as members). Save the file as Excel and import into Outlook.
I can show you how to do the import into Outlook, but can't help you with Entourage :(.
Feel free to call or email:
Tara Coulson
Email: education@fellowshiptech.com
Phone: 469-442-0041