You should Export the Sky contact addresses as a Downloaded .CSV file as per the following instructions:-
- From within Sky Yahoo Mail, select the Contacts icon on the top-left hand side of the screen.
- Click Actions and then select Export.
- Choose from the programs listed on the page )suggest Microsoft Outlook) and click Export Now button.
- A Download will commence to your Download Folder to YAHOO.CSV file
Now you can perform an Import process within Live Mail of the downloaded .CSV file as per:-
http://www.freeemailtutorials.com/windowsLiveMail/addressBooksAndContacts/importContacts.htm