By "windows live", I presume you mean Windows Live Mail (WLM). Right?
And, since you do not normally use WLM for email, I presume you have not set up an email account in it. So, when you click on the email link in the web page you have created on your computer, WLM opens because it is an email program. Do you understand?
In order for WLM to know how to send or receive email, you have to set up the email account in it. It knows nothing about your email accounts until you create, i.e. set up, an account in it. Do you understand?