Whynot you try manul method for this? As it is easy and effective too..
You may follow this step by step process
Open Microsoft Outlook.
Open Windows Live Mail.
In the Windows Live Mail window, click the File button and select Exportand then select Email messages.
Select Microsoft Exchange as the format and then click Next.
You will see a message that all email will be exported to Microsoft Outlook or Microsoft Exchange, click Ok to continue.
You can export all email folders or select the appropriate folders that you want to export by using the Select folders option.
After you select the appropriate option, click OK and wait for the export process to be completed.
When the Export Completedialog box appears, click Finish.
Note: This process can take some time , depending on the number of messages that you are exporting.
Courtesy: EasyTechTools Blog: Convert DBX to PST Format
Hope this manual process works. But if it doesnot work the you may checkout this DBX To PST Converter from SysInfoTools.