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You access Hotmail through webmail in Internet Explorer so when you've signed in just add that page to your Favourites and you'll always be able to go straight in to the login.
To change the link to your default e-mail handler that shows in the list above the Start button, right click that button and go to Properties then click Customise and at the next form, E-Mail and change it to Internet Explorer.
You can also use Outook to access Hotmail.