Recently after setting an Office 365 Mailbox user up via Windows Live as they did not have Microsoft Outlook installed and didn’t want to use Webmail

You need to use IMAP settings for this as there is no Active Sync connector

After setting up Windows Live , a test email to the user’s self from himself never reached the Inbox after it was sent. If I sent one from Webmail it would come through

After research , it turns out it was going into Junk Email in Office 365 after being sent from smtp.office365.com on port 587 and this folder was not syncronised in the Windows Live settings so did not show.

I had to disable the junk mail filter or add a rule which would whitelist the own user from Junk Mail!