To change safety settings for Windows Live Mail, choose Safety Options from the menu bar

Options |
General options to configure the level of spam protection Windows Live mail provides |
Safe Senders |
Any addresses added to this list will be treated as safe and never marked as junk |
Blocked Senders |
Any addresses on this list will automatically be treated as unwanted junk mail |
International |
Allows you to block (mark as junk) emails from specific countries |
Phishing |
Settings to check for phishing (scam) emails and to mark them as junk |
Security |
Settings to deal with virus protection and what images to download |