Step 1: Open Windows Live Mail.
Step 2: Click Contacts folder, click Export button and select comma separated values (.CSV).
Step 3: In the CSV Export window click browse and select the file location that you wish to export the file.
Step 4: Type WLMContacts in the file name and then click the Save button.
Step 5: Click Next and select all the fields that you want to export, click Finish button and wait for the export process to be completed.
[Note: This process can take some time, depending on the number of messages that you are exporting]
Step 6: Close Windows Live Mail.