I've never used Windows Live Mail so don't know how it operates,
although if you're interested you can read
http://thunderbirdtweaks.blogspot.com/2010/10/moving-from-windows-live-mail.html
to understand the differences between the Windows Live Mail
program and Thunderbird.
If you are in fact wishing to move from the Windows Live Mail
program to Thunderbird you should read the above link.
If you just want to download your @
live.com mail into
Thunderbird, then the following is more pertinent:
In Thunderbird, you can of course sort incoming messages for an
@
live.com account into subfolders. Create the subfolders you want
(preferably under the "Local Folders" tree and not the Inbox of
the @
live.com account) and move the inbox messages into them
either manually or automatically using filters.
To get messages from the subfolders you've already created
on-line in the @live e-mail account, you have to put them back
into the on-line inbox (and mark them all unread), re-download
them into the Thunderbird inbox, then re-sort them into the
subfolders (I hope that isn't as clear as mud!).
You will or course have to check the SPAM folder on-line regularly.
AW