How do I recover e-mail stolen by Windows Live?

 I was using Webmail for one of my e-mail accounts and tried to open an attachment. It would only let me open it with Windows Live Mail, asked for the e-mail account access info, which I stupidly gave, then proceeded to take  my webmail email messages and transfer them to Windows Live Mail.  Now I can't find the e-mails!  I tried to access with a Windows Live Mail  login  connected to that email account but couldn't find any emails.  thanks for any help.