When changing the address linked to Windows Live Messenger, re-entering all of your old contacts manually is a time consuming process, especially if your list of contacts is rather long. Before rushing in, you should know that there is a simple way of making such a move, with just a few clicks of the mouse.
Microsoft’s instant messaging client has an import/export function for your contacts list. Here is how it can be used.
Firstly connect using your old address. From the applications main window, where you see all of your contacts listed, click on the icon to access the menu (see the first screen capture) "Contacts" and click on "Save Messenger contacts...”

From here, simply provide a name to the backup file.

Finally, after connecting to with the new address, you simply have to click on the “Contacts" menu and choose "Import Messenger contacts...” this time selecting the file that you previously created. And everything is done.