Posted here countless times. Contacts are not separate from the rest of your
data. Save your Outlook Data file. The file you need is your Personal
Folders file (*.pst) It's where all the mail, calendar, contacts etc are
stored.

Take a look at these pages for info on Outlook data backup or transfer:
http://www.slipstick.com/config/backup.htm
http://www.howto-outlook.com/Howto/backupandrestore.htm
http://office.microsoft.com/en-us/assistance/HA010771141033.aspx