I presume that the server for Windows live mail is a regular server, either POP3 or IMAP.
I noted your earlier question about Multiple photos and rules for Junk.
Good old Thunderbird mail client can do those things reliably although the junk filtering is weak...you'd have to mark the messages and then they'd go to the junk folder. Thunderbird can do Imap or Pop to any standard mail server ( I go to Gmail and to my ISP's mail.
AND, important for me all the T'bird data including profiles and all the mail is held in one file on your PC where it can be backed up, which can be ported to Macintosh or Linux as can the app itself.