Having tried with no hope to import the ical file in outlook, I've searched a solution.
I hope I've found it!
I'm trying this Remote Calendars on Outlook 2003:
And with Thinkg Rock Ical files works.
It has imported both in my calendar and in my task list!
I've done only few test, so I can't guarantee it, but it seem a good solution.
Only a bit trouble in installation (see the help forum on sourceforge).
P.s. This solve also synch with pocketpc devices!