Are you sure you are using the correct settings regarding ports etc.?
See here for details:
Setting Up Live.com Pop and SMTP Internet Email Account Settings[
^].
Here an excerpt from the page above:
Incoming: pop3.live.com
Outgoing: smtp.live.com // User Name is your entire email address eg. : itproguru@live.com
password: YourPassword // You need to turn on "My outgoing server (SMTP) requires authentication"
Incoming Server Port: 995 // (Requires SSL)
Outgoing Server Port: 25 // (Requires TLS)
Regards,
— Manfred