I gave up on Windows Live Mail 3 years ago. All I remember is that I hated it.
If nothing else, find out where your contacts reside on your hard drive. Then manually copy that folder to a safe location on another drive. If you are lucky, you may be able to open your contacts with notepad or a similar app and copy the necessary info.
Or maybe take a series of screen shots of your contacts?
You have to be creative with email migration. It is stuck in the stone age and you should expect to be frustrated.