Transferring emails to WLM on Windows 8.1 laptop

I have successfully imported WAB from Outlook Express 6 on my old XP desktop to WLM on my new Windows 8.1 laptop. However, I cannot get my old emails to show up. I have followed various instructions. I have created a folder on 8.1 which contains the names of all of the folders/sub folders from OE. I have went to File, Import Messages etc on WLM and pointed to this folder. I have selected the option to import all the folders (as opposed to individual folders) and I see it zooming through all the emails.  I click done or finish and get a new folder on WLM called Imported Folders. However, there is nothing in it. What am I doing wrong?