Downloading on-line calendar events to my laptop

I am running Windows 7 (Home Premium) on my desktop and laptop and using Windows Live Mail as my calendar. I usually enter calendar events on the desktop calendar. When I am signed in to Windows live mail, (on the laptop) the events show up on the laptop, but when I sign out, they go away. I tried retyping the events, but the calendar on the laptop insists on putting them onto the web calendar, not my local one. Is there any way (without jumping through hoops) that I can get the info from the online Live calendar into my laptop calendar? I have googled all over the internet, but couldn't find anything that clearly said what to do.