Windows 7 - use att.net to receive emails which are then forwarded to my Windows Live Mail -

I am trying to communicate with one specific person and the system intercepts the emails every time and designates them as Phishing -

I get the emails, but they are in red.

I have entered this particular email address into my SAFE SENDERS list - did so immediately problem appeared - yet system continues

to ignore that function and marks every signle email from that address as PHISHING. 

Is there anything I can do to make this function work properly?  I am afraid something is going to be lost to me before it reaches me.

Original title: Phishing