The best explanation I found was deep in a page at :
Here is the step by step I have editted after my experiences
Download & install Mailstore Home from Mailstore.com
1) Use Mailstore to read all or part of my Outlook email.
2) Export to "File System" using the eml format
3) Export to a directory such as C:\temp\email
4) In Live Mail use the Import Function
5) Select "Windows Mail" format
6) Select the directory such as C:\temp\email
Give me a shout if you want help with this.