You could try using their support web form to ask for help:
support.live.com/eform.aspx?productKey=wlmail&ct=eformts
if it fails then...
One such alternative path (to the same URL, however), is to go to their
login page and click on the "Help Central" link at the lower right
bottom. The default width of the topic list is too narrow. Drag its
right edge to enlarge it. Select the "Windows Live Mail" topic. Click
"How to protect my e-mail with a password?" In the doc pane at the
bottom should show up a "Get more help" link. Click it. There should
be a "Get Support" link in that next doc pane. Click it. Although the
URL for the link is different than the eformts URL link provided above,
it redirects to that URL (and it might work from there with that
redirection rather than using the direct URL above).
support.live.com/eform.aspx?productKey=wlmail&ct=eformts
if it fails then...
One such alternative path (to the same URL, however), is to go to their
login page and click on the "Help Central" link at the lower right
bottom. The default width of the topic list is too narrow. Drag its
right edge to enlarge it. Select the "Windows Live Mail" topic. Click
"How to protect my e-mail with a password?" In the doc pane at the
bottom should show up a "Get more help" link. Click it. There should
be a "Get Support" link in that next doc pane. Click it. Although the
URL for the link is different than the eformts URL link provided above,
it redirects to that URL (and it might work from there with that
redirection rather than using the direct URL above).