Adding to contact list WITHOUT using any other link? Is this possible?

Is there any EASY way to add a contact without going to another website to type it in there?  I  have searched these pages & everyone is directed to go to Hotmail or people. com or another site.   All I want to do is type in DIRECTLY to windows live mail my contacts.  I have my list & not everyone has sent me email so don't recommend my clicking on add contact when that contact hasn't sent email.  The only way I figured out was to type over another contact to add a new contact which seems ridiculous.  Why is this sooooh freakin' hard?  What happened to just directly typing in the contacts in the address book as in Outlook Express. Thanks.