If you have MapPoint 2002, just use GeoBuddy to save your geocache file as a Streets & Trips file (File->Save As and select Save as type of Streets & Trips CSV). Then, from MapPoint 2002, import the CSV file (Data->Import Data Wizard), following the instructions, setting the data types as appropriate (you can skip the link column). It actually works pretty nice, but you do need GeoBuddy 2.0.
Chris