Allan and I gave identical advice (with the exception that he suggested creating a folder in advance of the option+drag, whereas I suggested option+drag to the desktop, then move to a folder).
Thanks for the

!
If Allan's suggesting of an alternate vcf format doesn't work, this may (although I hope not) require using a csv (comma-separated value) file format. For that, on the Mac side you can use a utility like
this one, and most Windows contacts managers (e.g. Address Book, Outlook) will import a csv file. That's one of the suggested methods for getting contacts into XP's Address Book (see
this Microsoft kbase article).
Hope this helps...