how are you transferring the data?

You've damaged the connection between the address book and your Contacts
folder by using whatever method you used to transfer your data.  Click
Tools>E-mail Account>View or change existing directories or address
books>Next.  Select Outlook Address Book and click Change.  Remove all of
the Contacts folders you see in that list, click Close, then OK.  Stop and
restart Outlook.  Then right-click your Contacts folder, choose Properties,
select the Outlook Address Book tab and check the box labeled "Show this
folder as an e-mail Address Book.  Click OK.  The address book should work
correctly after that.