Gmail users should now be used to viewing their messages by conversation. To make it simple, if you have 2 or more conversations of the same subject, Gmail groups them into a single view and when you click on them, it takes you to other messages.
Here is an example in Gmail,
You can I have 2 conversations and 6 conversations in the next. So, when new mail regarding that conversation arrives, it goes into that and I will know something new related to that subject has arrived.
You can do the same with Windows Live Mail
Enable the View by conversation by going to the View menu as below
Once you select that, if there are any messages in your Inbox, it gets updated accordingly
You will see a arrow kinda thing at the start if it has multiple conversations,
And if you expand by clicking on that arrow kinda thing,
I like this feature very much and happy that Windows Live Mail has brought in
Please implement this feature into Windows Live Hotmail, please