This is not a very divulged feature but I assume it might be very useful for some people: you can take advantage of the great direct push e-mail technology without having to invest on an exchange hosted e-mail service.
Windows Live Mail allows you to use Push E-mail with your Hotmail or Live e-mail accounts. You can also benefit of the fetch e-mail technology that allows you to get only the desired e-mail or attachments without having to call a full send/receive.
Fetch e-mail does come enabled by default, however to use Push-email you must:
Start – Windows Live, Menu – Options – Sync Schedule. The select “As items arrive”;
On Pocket PC (touchscreen):
Start – Programs – Windows Live, Menu – Options – Sync Schedule. The select “As items arrive”;