Dave already gave you the link that has the POP3 mail settings.
To give you a bit of history, Windows Mail doesn't support HTTP mail,
which for a long time was the only allowed access method for free
Hotmail accounts. Also, Windows Mail is not aware that Microsoft
enabled POP access for free Hotmail/Live/MSN accounts one year ago.
That's why the Windows Mail 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.