Transfer emails to Windows Live

I've used Virgin Media email for 4+ years, and gmail for nearly 2 years. I have recently left Virgin broadband and they have told me I would lose access to my stored emails after 60/90 days. I would like to transfer these to a USB hard drive and have told I need a program like Windows Live to do this. I have been trying to link my gmail account to Windows Live without success - frankly I've forgotten how to do it! I have checked in setting/forwarding & POP/IMAP that POP and IMAP are enabled. I'm getting error messages 0x800CCC0D and 0x800CCC92. Most of the solutions seem to involve downloading software which scans your computer and tells you there are hundreds of errors etc.; which I don't trust. Can someone point me to a set of instructions which will walk me through the setup of linking my gmail to Windows Live Mail? Thanks in advance.