Exporting Contacts from Windows Live Mail to Microsoft Outlook 2003 through 2010: Collapse this image Expand this image. 1  Open Windows Live Mail. 2  Click Contacts folder, click Export button and select comma separated values (.CSV) .3  In the CSV Export window click browse and select the Desktop folder.xporting Contacts from Windows Live Mail to Microsoft Outlook 2003 through 2010: Collapse this image Expand this image. 1  Open Windows Live Mail. 2  Click Contacts folder, click Export button and select comma separated values (.CSV) .