You should first check the MX records to which you should point your domain. You can check them from Windows Live Admin Center in the Mail section.

 

The MX record is listed under MX Record Configuration and should be similar to the one below:

  • MX server: 442368421.pamx1.hotmail.com

You can check how to change MX records from cPanel from here:

 

http://www.tmdhosting.com/tutorials/cpanel/domain-mx-record.html