Hi Barbara. I'm sorry no one's offered help yet, but this board isn't very active.
I have an Atrix 2, too, but I don't have any experience with Windows Live mail, so I don't know how helpful I can be.
Are you using an app to access your WL mail, or are you using your phone's built-in e-mail accounts function?
If you're using an app, I'd suggest checking its settings to see if there's anything you can adjust there.
Likewise, if you're using the built-in 'Accounts' feature, go through every page and setting for your WL account and see if there's anything to tweak there.
I'd also suggest logging in directly to your WL account (via web browser, I'm guessing) and checking its settings. There may be a spam filter option you can enable there. I know there is for my Earthlink account.