How can I convert a Windows Live Mail eml file to Apple Mail mbox file
Assuming you have access to the PC with windows live mail.
Install thunderbird on the PC. This will allow you to import windows live mail, outlook express mails etc.
Create a gmail account, with IMAP enabled. Upload your imported email from thunderbird to gmail. This should be as simple as dragging the mail over.
Point your Mail.app at gmail and download your mail.
There is a shell script and also a ruby script here - http://tinyapps.org/blog/misc/201110180700_eml2mbx.html
Ruby script did not work for me but shell script worked nicely. Both are free options.