hotmail messages found in windows Live Mail

I have just discovered several important , un answered messages in my windows live mail account.  This was quite by accident as I never use this programme and don't remember downloading it.  The messages from one particular sender have always gone to my hotmail account and have done for many years so I don't understand why they are now going to live mail, is it something the sender is doing?  Is there a way of deleting windows live and if so will all messages sent to my hotmail address get through?