There is no way you could use a MSN.com email directly with "Windows Mail" -
UNLESS you are one of those chosen few with really old legacy POP3 based
MSN.com email addresses.
If you feel you are upto it - you could try one of the screen scraper
applications off the web which swipe your email off the hotmail.com site and
emulate a POP server on your localhost to download into Windows Mail. This
needs complicated setup and will be a PITA if you have other things on your
localhost such as AV scanning etc. You must also be worried about the
privacy of your data since you are essentially giving your id/ password to a
third party application.
However there are ways to get MSN.com email to an "email client" on your
local computer though.
1. If you have a grandfathered MSN.com free-email with Outlook access: you
could use Outlook as your client (you'd however have to pay for Outlook
though!)
2. You could pay for Hotmail Plus/ MSN premium and get Outlook Connectivity
3. You could use "Windows Live Mail Desktop Beta" (yeah, do a search on this
long name and you'll get it!) to access msn.com and hotmail.com (even free
ones) on your desktop. The downside being that this one dishes out large ads
eating away huge chunks of your screen real estate. The only solution to
this has been some cracks floating around the internet which violate your
TOS with Microsoft OR to dish out money to subscribe to Hotmail/ MSN plus
and get rid of the ads.