can't import outlook.com mail folders from old pc into new pc

I'm trying to follow this:

http://windows.microsoft.com/en-us/windows-live/mail-import-backup-restore

However, I don't even have a file menu in my live mail, which appears to now be called outlook.com mail.  Please help.  I've been trying for 3 weeks to import my storage folders.

Original Title: can't import windows live mail storage folders from old pc into new pc