Hotmail / Live Mail is a complete pain since they introduced something called SPF checks. The idea of SPF was that it gives an indication of the likelyhood that the senders e-mail address is being forged, thus likely to be a spam message, but it was never meant to be the absolute indicator and can't be in a lot of cases.
Unfortunately Hotmail seem to do rather odd things with this and rather randomly just delete perfectly legit emails without even dropping them into the spambox, so the user never knows they existed. The fact that there is a spambox indicates that this isn't applied always so who knows what criteria they use alongside it.
In English - if you want more reliable mail, try Gmail from Google as they aren't as stupid as Hotmail and are much better at zapping spam.