You can try the manual method to convert DBX file into PST file. Below are the manual steps to convert DBX file into PST file.

1) In Windows live mail, Click on the file or Press Alt + F.
2) Click on Import Messages from the menu.
3) In import messages Dialogue box, select Microsoft Outlook Express and click on Next.
4) Then, select All Folders radio button and click on Next tab. (After that the Windows live Mail will import into your mail box data from Outlook Express in Windows Live).
5) Move your cursor on the Export email and click on Email messages. After that select Microsoft. Exchange from Export Mail setup program and click Next.
6) Select All folder like Step 4 and click on Finish.

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