This is how it is done on my SL-C1000 with the standard Sharp ROM:
Insert a CF card of sufficient size
Go to the Settings Tab
Select "Backup/Restore"
Select the Backup option (if it's not already selected)
Under "Media", select "CF Card"
Press Start
I'm pretty sure this standard backup saves your entire internal memory, so it would include any address book contacts from any program. I've used it on the default Sharp address book program and KA/Pi. It should be noted that after Restoring, any non-backed-up changes would be lost.
If you want to save the address files to a CF card for some other use, I'm not sure how to do that. It would probably depend on what you intended to use them for.
By the way, the present tense verb you are looking for is "save". "Safe" is an adjective.