How can I convert a .eml file to a .mbox file for Apple Mail?
Assuming you have access to the PC with windows live mail.


Install thunderbird on the PC. This will allow you to import windows live mail, outlook express
mails etc. 
Create a gmail account, with IMAP enabled. Upload your imported email from thunderbird to gmail. This should be as simple as dragging the mail over.
Point your Mail.app at gmail and download your mail.