If, on the other hand, you want an exact duplicate of your email from the iMac on your MacBook Pro, that can be done as well. Quit Mail on your iMac, move to the Finder, and from the Go menu choose Library (if you're using Lion, hold down the Option key and click on the Go menu, the Library entry will appear). Locate the Mail folder inside the Library folder and copy it to your MacBook Pro. Before leaving the Library folder, open its Preferences folder and copy the com.apple.mail.plist file to your MacBook Pro as well.

On the MacBook Pro navigate to that same Library folder and move its Mail and com.apple.mail.plist files to the desktop for safe keeping (you'll likely be prompted for your Administrator's password). Copy the versions of these items from the iMac to the same location on the MacBook Pro.

Now launch Mail on the MacBook Pro and your should find that it contains the same messages and mailbox structure as Mail on your iMac. If it doesn't, you can put things back the way they were by removing the items you just added to the Library folder and replacing them with the original items you moved to the desktop.

There's a good chance that this won't work if the name of your user account differs on the two Macs--on the iMac that account is called "Wally" and on the MacBook Pro it's called "Wallingford," for example. This is almost sure to trigger permission issues, but those issues can be addressed.

Select the copied items, press Command-I to bring up the Info window, and take a gander at the Sharing & Permissions area of the window. If the current administrative user doesn't have Read and Write privileges you'll want to assign them. You do that by clicking the Lock icon, entering your Administrator's username and password, clicking the Plus button on the left side of this area, and from the list that appears, adding the administrator's name for this Mac. Then give this user read and write privileges. In the case of the Mail folder you'll want those permissions to apply to everything in the folder. To do that click on the Gear icon and choose Apply to Enclosed Items. At this point, everything should be hunky dory.