I found a solution how to export from Google Maps to KML format.
You can either do it using the GMapToGPX script: http://www.elsewhere.org/journal/gmaptogpx/
or you can install Google Earth, open your map from Google Maps into Google Earth and then save the KML file from Google Earth.
Then you use GPSBabel to convert the KML file into some kind of Text delimited format. It has a variety of options for the Text file formats.
Then you read in the Text delimited file using the data import in MapPoint
and it will create all the pushpins.
For exporting from MapPoint
I found the add-on PinsToFile2006 (http://www.gilleskohl.de/pinsfile.zip
) the easiest and free way to do this.