Tonight I have just figured out something cool aboout Window Live email. Oh, you can easily forward your Window live emails to other email accounts (gmail or yahoo mail…) by starting from the bellow link. It seems that Microsoft hid this option carefully ^^ ):

http://mail.live.com/default.aspx?rru=options

You will see the first option like this:

Manage your account
View and edit your personal information
Send and receive mail from other e-mail accounts
Forward mail to another e-mail account

If you have more than 1 Window Live ID account, you can link them together from here too.