From Windows Mail Help:
Import, export, or change the format for contacts
You can import address book or contact information from several formats used
by other programs, convert them for use in this version of Windows, and
store them in your Contacts folder. You can also convert your contacts to
other formats by exporting them. This allows you to share them with people
who are using an earlier version of Windows or who are using a different
operating system.
To import contacts created in another program
Click to open Windows Contacts.
On the toolbar, click Import, and then click one of the following formats to
import contacts from:
CSV (Comma Separated Values). This is a generic file format used for
exporting and importing information to and from databases or spreadsheets.
If you are unable to import an address book file directly into Windows
Contacts, try converting it first to a .csv file and then importing that
file.
LDIF (LDAP server). This format is used to import directory information from
LDAP-based directory servers.
vCard (VCF file). This is the most widely used contacts format.
Windows Address Book file (Outlook Express contacts). This format (.wab
file) is used by most earlier versions of Windows, including Windows XP.
Click Import, locate the contacts file you want to import, and then click
Open. The new contacts should appear in your Contacts folder.
If you can't locate the contacts file you want to import, check the
information that came with the program that created the contacts or visit
the manufacturer's website. You might need to export contacts from the
program before you can import them into Windows Contacts.
When a message appears telling you that the contacts import process has
completed, click OK, and then click Close.
Notes
Windows will automatically convert all your contacts in the Windows Address
Book to the new Windows Contacts format when you upgrade a computer from
Windows XP to this version of Windows.
The Windows Address Book contacts file on your Windows XP computer is
usually located at C:\Documents and Settings\Your User Name\Application
Data\Microsoft\Address Book. The Address Book file has a .wab extension and
is usually named after your user name. If you don't see this file or folder,
you might need to show hidden files (see Show hidden files). After you
finish importing a Windows Address Book file, each contact will appear as an
individual .contact file.
