This is HP Pavilion Desktop with Windows 7 Pro SP1.

The problem: When I start Windows Live Mail, it starts working online, but it does not check emails on startup. I have to click on 'Sync' menu item to receive my emails. If I do not click on "Sync", Windows Live will check email after 10 min, as it set in Options.

In Options/Connections it says that Windows Live Mail is sharing Connections Settings with IE.

I have Outlook 2003, IE 11, and Opera browsers installed, and I have .outlook.com as a secondary mail agent. Account settings are the same  on Windows Live Mail, Outlook 2003, and outlook.com.  There are no problems with Internet browsing, receiving the emails via outlook.com in any of browsers, or in Outlook 2003.

How to make Windows Live Mail check emails on startup? Should I change some settings of IE11 or Outlook 2003?