Step 1: Open Windows Live Mail.
Step 2: In the Windows Live Mail window, click the File button and select Export and then select Email messages.
Step 3: Select Microsoft Exchange as the format and then click Next.
Step 4: You will see a message that all email will be exported to Microsoft Outlook or Microsoft Exchange, click Ok to continue.
Step 5: You can export all email folders or select the appropriate folders that you want to export by using the Select folders option.
Step 6: After you select the appropriate option, click OK and wait for the export process to be completed.
Step 7: When the Export Complete dialog box appears, click Finish.