Setting up Windows Live Mail from XP Outlook Express

You can export from Outlook Express and Import into Windows Live mail. Just note that teh email will NOT be in your inbox. THey will be found below in a "Storage Folders" folder with many subfolders you may have to dig through to find. This should make it easy to set up the account, it has links to find mail server names depending on where you live:
Article: How to: Set Up Windows Live Mail in Windows 7

Just bare in mind that WLM doesn't recognize some of the formats that Outlook Express can export.
It does like csv for contacts, Microsoft Exchange for messages and .iaf for account settings.

I have recently done this,


Click on the “TOOLS” tab and select “OPTIONS”.
Click the “MAINTENANCE” Tab.
There you will Click the “STORE FOLDER” button.
Then you will highlight the Folder Location which is something like: C:\Documents and Settings\Default\Application Data\Identities\{EDE5BBC0-2249-11D4-A8IE-9D30865EF03D}\Microsoft\Outlook Express.
Right click and Select Copy or press (CTRL+C) to copy the location of the folder.
Click the Cancel button and Cancel again to close ALL boxes.
Now you’re going to Click START > Select Run and position the curser on the open box. Right click and PASTE or press (CTRL+V) to paste the e-mail location and click OK.
Now, you have a Window containing your e-mail database. ( E-mails are saved in .dbx file format).
Click EDIT and SELECT ALL. Click EDIT again and Select COPY and close the Window.
Create a Folder to store them in.
Open the Folder, On top of the page Click the EDIT menu and Select PASTE and close the Window.
You now have your email messages saved (Backed up). You can write them to a CD-RW if you want or a Memory Stick to transfer them to another pc.

It works with Live Mail as I have done it.