Error: “This email address is part of a reserved domain such as live.com..” when trying to add email address as an Alias

When I try to add an existing email address as a Microsoft account alias to my primary hotmail account, I receive a message saying "This email address is part of a reserved domain such as live.com, hotmail.com, or msn.com. Please enter a different email address." What do I do?

Original title: Microsoft Account Alias