You must install the component on the server. If you're running XP Pro you could download your forum database and install AspMX on your own computer. It should be simple enough to iterate through all the email addresses.
An mx record is a dns record of how email should be routed. AspMx uses this to allow programmers to validate email addresses. When you call the validateEmail method it will converse with the smtp server responsible for the domain and ask if the user exists there. See the second half of the page above for an example.
Don't know if this would help or not, but if you exported your e-mail addresses and tried this it could help. A bit more cumbersome, but an option. Keep in mind, I've not tried the program so I don't know how well it works.