I have windows 7 microsoft live mail 2012, I need to copy all my emails to external hard drive that will be used to download emails to document folder on new computer (poss, Mac) How do I do this?

I have spent all day trying to figure this out.  I went into WLM to export emails using WLM to my hard drive in a folder not occupied. It id dnot work. When i opened the file there was something there that would not open with out a program to read it.

So I then tried to save it to my computer laptop folder documents.  This did not work as it copied all files including the 20K deleted emails in the deleted file, (which I keep just in case I need to find something I may have missed).  When I tried to delete the deleted file it would not with out authorization from me (?) which it did not lead me to where I could authorize it to delete.

Now I do not know where all the copied emails are exactly because they have split in my documents.  When I find one, I have to open it by authorizing WLM to open then I see the email.

Why can't the emails just transfer to the hard drive without going through so much trouble.  I want to save my emails to an external hard drive directly now,  and need to know if this can be done.  I hate that the support for Windows live mail is no longer and there is no explanation of what to do, for non-technosavy people like me.

I use my computer for emails, photos and surfing the web so all this is very confusing.

Can anyone help me?

Thank you for your time.