Export messages from Windows Mail to Outlook

I am trying my best to export message from my Windows Mail to Microsoft Outlook 2003 which is already installed on my system. The problem I am facing when I am trying to export it to Microsoft Exchange format, the .pst file is created under C:\User\username\AppData\Local\Microsoft\Outlook\... not under roaming. When I am trying to import the file I am getting error message saying that "The source and destination folders for this operation cannot be the same".

Even I have tried to export it in windows mail format, but I am not sure how I can import this file in Outlook. Can you please help me to import the file in my Outlook.

You need to copy the Outlook.PST file which was created to other directory before you import the copy. Just to avoid error message.

Do not try to import the create .PST file. You just need to open it. In Microsoft Outlook 2003, You need to do the following steps to import the same. Please check the below Steps.

1. Goto File
2. Open Outlook Data File.
3. Navigate to create .PST File and click Ok.
4. Drag and Drop whatever you require from the .PST File in your default Outlook 2003. PST File.

I had facing same issue, my my tech guys did did helped me out to export my windows mail to outlook 2010 they told me about softlay windows live mail converter tool to do this.
I tried the tool and it worked for me. now i am using outlook and very satisfied with the tool.