Open Windows Live Mail and click on the Accounts option at the top of the window.
Click the Email @+ button to add a new account.
Windows Live Mail will now walk you through a wizard to set up your email. Put in your full email address and password on the first page.
Put in the name you want people to see when you email them in the Display Name section.
Click Next when you are done.
Windows Live will try to guess your email server settings. If Live knows your settings, it will complete your setup. If it does not know your settings, it will prompt you on the next screen to enter them.
Make sure you change the Outgoing Server Port to 587 and check the box under Outgoing for Requires Authentication. Leave the other settings as you see below. Click Next when you are finished.
Congratulations, You have configured Windows Live 2011 to check your email.