Windows 7: exporting contacts in Windows Live Mail

Can anyone help me on this?
It looks like it should be easy.
I start off by clicking on " contacts" at the bottom left (below "calendar" and above "feeds")
Then , being sure to highlight a contact , I click on the tab underneath where it says "export" (at the top near the middle -just to the right of where it says import and to the left of where it says "directories") and am invited to choose between .csv or .vcf formats.
I choose one of these and

nothing happens...

I imagine I have failed to spot the next step... unless the program is at fault

I need to do this as I want to backup the program prior to uninstalling and replacing it since there is a small problem that recurrs each time I open it...

What kind of small problem? It could be connected to the inability to export the contacts...

thanks
I think I'll copy and paste the post I made about it on another website.
Here it is

Every time I try to open Windows Live Mail I have to negotiate a dialogue box that I will describe for you below.

First it says Please wait while Windows configures Windows Live Mail.
Then it says The installer has insufficient privileges to modify this file:c:\Program Files (x86)\Windows Live\Mail\mailhc.thm
I am prompted ( twice) to cancel and when I do this (twice) the program loads and runs without a further problem unless I close the program and try to reopen it .

I have tried (successfully) to repair the program in the Control Panel
but this does not fix this annoyance.
As a side issue , the last several times I tried to operate the System Restore program so I don't think I can try this approach unless I can solve that problem.

I have done virus scans with my Norton 360 which is fully updated but it doesn't show up any problem.


I got a reply to say I should uninstall/reinstall the program.
That is why I am trying to back up the contacts ........(I was successful in backing up the emails themselves)

By the way I think I may have solved the sysem restore problem as it may be that the anti virus was interfering with it.But I haven't tried the solution yet.....