Cannot export from Outlook 2003 contacts

I am using Windows SBS 2003 with exchange. In outlook 2003 I select
the contacts folder, then perform the following menu operations and
selections.

[File] [Import and Export...] [Export to a File] [Next ]
[Microsoft Excel] [Next ]

At this point the dialog box tells me to select a folder to export
from, but the window is empty! It does not matter which type of file I
select in the previous window - there are never any options displayed
for the from folder.

How do I export?