If you log on to your windows live email account and send an email to your home address, do you get a bounce message to your windows live account ?
Also do you see anything in the SMTP proxy log ?
If you add your windows live email address e.g.
xyz@live.com to the
'Proxy > SMTP > Black & Whitelists > Accepted Mail > Whitelist Sender'
'Proxy > SMTP > Black & Whitelists > Spam > Whitelist Sender'
does this fix the issue ?