Click on Contacts tab>Options and you will see an import/export to click on; scroll down and you will see an Outlook option.
If not, you need to click Options>Mail options>Contacts options and then Import/Export.
However this is all good for Contacts you have saved.
There is no way to export a contact list of email addresses contained in an email of a POP Email account.
What you would need to do is also export the emails and import them into Outlook.
Then use a 3rd party tool to create contacts from these emails.
http://www.slipstick.com/contacts/addauto.asp
