AFAIK, Hotmail only has its mail setup to be used over HTTP, not POP or IMAP. At one time you could use Outlook Express I believe to retrieve your mail, but of course, they probably had that built into their program since its theirs..
Get a real email account if you don't like Hotmail...
If you actually have a @msn.com address and you connect using msn.com to the Internet, I'm sure you have a member services page you can access with this information to setup your msn mail in client programs...