Shoutbox

Could be that they checked e-mail from a phone or something and hotmail is set to have them log into Messenger?

Or it's possible that they accidentally gave their username/password to phishing sites and that's what's signing them in.

If they are 100% not around and not doing anything with any form of Messenger or Hotmail, on computers or phones or ipods then they should change their Hotmail password and that should stop the problem.