According to various sources on the web, you can export the content to Excel or CSV which is also a format that Excel can load. Simply bring up your database and then go to File > Export. Select either XLS or CSV file format and you'll have the possibility to open it in Excel.
It's not necessary to close MyMailList & AddressBook since you'll export to a file that isn't opened. Additionally, check the Help > Contents and browse through the help database.