There are several ways to address that. First, make sure your correspondents get
added to your list of contacts: Tools, Options, Send, check the box for
"Automatically put people..."
Next, when you start a new email, click the To button, which will bring up your list
of contacts. If you simply start typing in the To field, it uses the auto-complete feature.
Unfortunately, Windows Mail does not auto-complete from your contacts.
It uses a separate list of the last 29 recipients you've sent mail to.
The auto-complete feature works perfectly in the replacement email program,
Windows Live Mail, which uses the standard contacts list for auto-completion.
You are encouraged to upgrade to the newer WLM program:
http://download.live.com/wlmail
Incidentally, it is not customary to type in ALL CAPS here.