Yes, there are a couple of settings that you need to check if you’re unable to receive messages. Sometimes, these settings contribute to non receiving of messages. To give you an idea on what settings that might contribute to your issue, check out the following Solution Articles below:
http://windowslivehelp.com/solutions/settings/archive/2009/02/18/not-receiving-e-mail-from-contacts.aspx
http://windowslivehelp.com/solutions/settings/archive/2009/03/03/how-to-set-or-change-reply-address.aspx
BTW, I've moved your post here at the Mail Delivery Forum.