Windows Live Mail automatically detects most if not all junk email messages and moves them into your Junk e-mail folder where you can occasionally check to make sure nothing important has mistakenly been marked as junk (if a message that you want has been placed in the Junk Mail folder you can right click it and choose Junk e-mail, Mark as not junk

 

 

The first time Windows Live Mail downloads a junk email message the prompt below will be shown to inform you and to allow you to change settings