Hi Fersy. When messages don’t arrive to your mailbox, the first thing that you should do is to check the settings on your account that may reject the messages. The following articles should help you:
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