Well, it won't be easy, hehe, this is M$ at its worst. The trick is to merge the Windows (Vista) and the Windows Live contacts:
http://windowsvistablog.com/blogs/wi...-contacts.aspx
Read like the 6th comment or so that mentions the copying procedure. Once you have all the contacts in Windows Live (server cloud), you can theoretically sync them to the phone BUT you have to have WM6 running on the phone to get the Windows Live sync client. Should be easier, I know, but maybe M$ way to get you to buy Outlook.
Edit: You can also try exporting the Windows contacts as a .csv file and importing to Live Mail on PC:
http://www.freeemailtutorials.com/wi...rtContacts.htm
But you still have to have the WM6 Live sync client to get them to your phone.