There are so many email applications available in web market which help you to convert EML file to PST format. But I suggest you before using any paid tool, you must try the manual solution for conversion. The solution easily converts all desired emails data of Windows Live Mail to Outlook PST and other file format. Using, manual solution there so no need any paid tool, it's only require Windows Live Mail application.
For more details, visit:- Manual procedure to convert EML to PST.