Shoutbox

Taken from hotmail site:
If you purchase a subscription service such as MSN Hotmail Plus or MSN Premium, you get access to your account from Outlook or Outlook Express, along with many other added features.

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So you could set Plus! up to check it as pop3 e-mail (plus > preferences > POP3 e-mail). After you've set that up try if filling in the addy of your e-mailinbox (on the web) after "E-mail client or link:" helps.

Edit: i can't test it myself but would appreciate it if you let us know if that worked.