Have you by any chance got the XP firewall activated as well as a separate one? ie Norton or Zone Alarm.
I, until yesterday had the same problem and it was the duel firewalls preventing any messages going through as you should never have two activated at once. If this is the case then switch off the XP firewall as this may solve your problem.
If the problem is with a hotmail account then MSN may be treating legit messages as spam. In which case go into your inbox through their website, look at any messages under junk mail and see if any of your missing ones are there. If so then double click on them to open and then click the box saying 'this is not junk mail'. That email address will then be added to your 'safe list' allowing it to come through in future.
Hope one or both of these suggestions helps.