I've never heard of Spamfighter either but I use Bellmail, the same thing as Hotmail, and all use Microsoft as their email provider. I have never had a spam issue with this account and have no need of something like Spamfighter.
However, I'm still able to get around this problem if I log on to my ISP & forward emails instead of using WLM which seems to me to be the crux of the problem.