Importing Contacts List

I am trying to import contacts from my address book in Outlook Express v6
into my contacts list in Live Messenger. The instructions say that I need to
import it in .csv format - so I created a .csv file using the export
facility in OE in placed the file in a tempory folder. Then going back to
Messenger I opened the mail box (Hotmail) then attempt to import the .csv
file from the temp folder. The import fails & the message is that the file
is not recognised by Hotmail.
Any clues to what I'm doing wrong?
/Gilgee