Windows Live Mail Export to Exchange

"Basically all you need do is open your Outlook client on the same computer as the Windows Live mail program you used to export from and look in the folder list for 'Imported Folder' and drill down.

Then you can perform an export to a .pst if you need to backup the file of move it to another machine. Windows Live mail does not create the .pst for you but it migrates it to Outlook so you can from there.

So the steps are :

Export your .dbx from older outlook client -
Import it into Windows live mail -
Export it as an Exchange/Outlook file -
Open outlook and export as a .pst (if need be, depends if you have use for the file on another computer)"