Quoted from another forum
There's a quirk that makes Windows Mail forget your password if you click Apply after adding the check mark in the box before Remember password. Try this: Click on Tools, then Accounts, then your email account, then Properties, then Servers. Click on the check mark in the box before Remember password to remove it, then Apply. Then click at the end of your password, backspace over it, enter it again with any approvals needed, then click on the box before Remember password to put the check mark back. This time, don't click on Apply. Click on OK, then Close.