I googled WINDOWS LIVE MAIL IMPORT OUTLOOK EXPRESS. The first hit already was very helpful: http://www.pcdon.com/080113OutlookExpress-WindowsLiveMail.html
A really nice tool, google.
Operating system is Windows XP Pro. I am currently using Outlook Express 6 for email. I would like to change to Windows Live Mail. I have read how to setup my accounts in Win Live Mail (haven't done it yet) but how do I move my mail data (messages, contacts)from OE to Win Live Mail.