Moving messages and contacts from Windows Mail to Windows Live Mail

I have downloaded my messages and contacts from my old XP laptop onto a separate hard drive. I've then imported them into Windows Live on my new Windows 7 laptop. If I look in the Windows Live Mail programme files both the contacts and messages have been imported and are sitting there quite happily. When I go into Live Mail to send a message, though, my contacts book says there are no contacts and the messages are nowhere to be found.

I have tried going to Microsoft Help and they tell me to download some software to help me but when I do try to do that it says it's not compatable with my computer - a standard HP laptop.

Why do they make things so darned difficult?