Once try manual process of mbox to pst conversion before choosing any third party application. However manual process is not good for large mailbox but it is absolutely free.
Here is the manual steps to move data from MBOX to PST
Copy MBOX data and paste into Eudora directory
Now change the extension of like MBOX to MBX (.mbox and .mbx both are family format)
Open Outlook >> Go to file tab
Choose Import Export tool option
Select "import internet mail and address" then click next button
Choose Eudora (2x, 3x, 4x pro and light)
Browse the file location and enable "Do not import duplicate item"
Select destination of file and hit on finish button.
Now wait until the conversion process end. If you want to try any third party tool then I recommend some solutions like
SysBud MBOX to PST Converter, MailsDaddy MBOX to PST Converter, Quickmigrations for MBOX to PST, and MailsSoftware MBOX to PST. All applications are good in my knowledge, you can pick one of them which suits you better.