I have been trying to export my Windows Live Mail (2012) to Outlook Live email (web based) and have been unsuccessful.  My operating system is Windows 7.  I have followed the steps on the following Microsoft Support Page but they did not work: 

https://support.microsoft.com/en-us/help/980534/export-windows-live-mail-email-contacts-and-calendar-data-to-outlook  

I selected the Microsoft Exchange format to export the mail to as directed, but got the following message:

"There is no email program associated to perform the requested action.  Please install an email program or, if one is already installed, create an association in the Default Programs control panel."

Why am I getting this message and how do I create an association in the Default Programs control panel?