Although it accepts the newer Live.com addresses, Windows Mail's
account setup wizard is hard-coded to reject Hotmail and MSN addresses.
To get around that, when you enter your Hotmail/MSN email address initially,
use a fake one, such as (e-mail address removed). After the account setup is complete,
go back and correct your email address.
What matters is who provided you with your email address (your mail
service provider).
What is the part of your email address after the @ symbol?
Or do you not have an email address?