Your contacts are automatically saved in the cloud, so if you log into outlook.com with your Microsoft account (the same one you use on the phone) you will find them there. If you use Windows 8 - and I recommend you upgrade - then your contacts are available in the People hub.
Your contacts, by default are also in your MS account.
If you can configure your outlook with your MS account, contacts will be pulled on your outlook 'contacts' section and you can take it from there
Thnx montsa007! I set up Outlook 2010 but could not find THE CLOUD . Contact lists on Outlook appear to be empty and address book as well although I click on the option Contacts (mobile). Any ideas?