The problem was because the version of Outlook (2010) was the 64 bit version and the normal methods did not apply. Thankfully with a quick search online I came across this Outlook Freeware website that provided not only the tool I required but many others that I will add to my arsenal of computer tools as needed. A quick sign up to the free service and I was away downloading the utilities.
Note that I am not a fan of any email program that creates a problem to export the data in any normal fashion. I am also not a fan of Outlook but (unfortunately) it is still the industry standard "enterprise email" which most other email software supports importing and exporting to. The fact that Microsoft's own Windows Live mail has issues with this is enough reason to not use it.
Want a tip--Do yourself a favor and sign up for a free gmail account. Knowing once you have a gmail account you can have it retrieve your other POP email accounts and have it doing a much better job of filtering the SPAM and Malware issues from the mail.