There seems to be a problem with Windows Live Messenger being abused to send spam messages, sometimes called SPIM. I have been noticing recently is that my hotmail mail box contains 1 mail from “Windows Live” having subject line as “A private message from [Your friend] on Windows Live”
Usually these kind of attack are performed to do identity theft. Sometimes it will take you to a site where it has you sign up for something, it may ends up costing you money later on or even has malware. Identity protection is one of the most important considerations in today’s society. So follow general rule of thumb if you do not recognize the sender.
HOW TO REPORT ABUSE OR SPAM IN WINDOWS LIVE HOTMAIL