<p>I'm desperately searching for a tool allowing me to copy documents with their old versions from a SharePoint 2003 to a SharePoint 2007 site.<br />
Do you know about any simple (and preferably free) tool which does this?<br /></p>

We recently did a migration from SPS 2003 to MOSS 2007, and I was trying to figure out how to do this. Sadly, there didn't seem to be a great way. What I ended up doing was using a back up of my SPS 2003 content database and a MOSS 2007 VM to do a database attach upgrade of the whole SPS 2003 portal. Then, I used the content migration commands (stsadm -o export, stsadm -o import) to move the lists with all of their versions to the "real" MOSS 2007 site collection.
This
page
gave me the steps for doing the database migration.
There are also some nice commands you can potentially use for moving just a list
here
. For the record, the migration commands (e.g. gl-exportlist, gl-importlist) only work between two MOSS 2007 installations.
I definitely had to try it both with the stsadm extensions and the built-in commands a couple of times before the results were acceptable. The real key was doing the database migration to a VM to get everything into MOSS so I could use those tools.
I know this seems like a crazy amount of work, but it's the only way I found to get it done without dropping thousands of dollars for something like AvePoint's DocAve Migrators. And it really wasn't
that
bad.
One thing to watch out for is that, if you include user security when you do the export and import, you will get a lot of SharePoint groups and users added to your production site collection.