Using Windows Live To Back Up Contacts

[817marine]

Currently I Am Using Windows Live To Back Up My Contacts Until I Find Something Better. However, When I Go To Sync My Contacts It Changes How The Contacts Are Saved On My Phone. I Would Like Them To Be Saved As First Name Then Last Name(john Smith) But When I Sync Them Up It Changes It Back To Last Name And Then First Name (smith,john). Does Anyone Know Any Way To Correct This Issue.thanks In Advance