If it is showing mail is there but it's not displaying it then it is likely that only the "header" information has been downloaded and the actual message is still pending. I remember having to ask it to check the mail again and let it download again and quit all internet apps (especially if on a slow connection). I'm assuming you're using WLM with hotmail so whatever is marked as junk by hotmail will be classified as junk on your desktop client of WLM. If it's some other service, it happens with all of them. Just mark as "Not junk" and won't happen again with that sender.