I moved this to Malware Discussions > Home User Assistance. As McAfee Anti-Spam is compatible with the current Windows Live Mail I would assume it's only a matter of time before it will be compatible with next year's version. If you need assistance with settings try Technical Support Chat which is free and linked under McAfee Support above.
Back to these emails however. Are you absolutely sure the emails are originating on your machine as there are types of malware that can spoof the sender, meaning that it may not necessarily be your machine doing this but that of someone who has you name in their address book.