Since OWA is a web-browser application and has not client component running on your computer, it has no import function.

Signature
Sue Mosher, Outlook MVP
Author of Configuring Microsoft Outlook 2003
http://www.turtleflock.com/olconfig/index.htm
and Microsoft Outlook Programming - Jumpstart for
Administrators, Power Users, and Developers
http://www.outlookcode.com/jumpstart.aspx
>I have a (new) exchange account, accessed through Outlook web Access, but
> nowhere can I find a handy 'import contacts' button to import my contacts. I
> do not wish to spend hours laboriously typing in 400 addresses. Help!