Windows Live Mail 2011 - I cannot send a message

Background: I have a microsoft Account and use Hotmail.

Problem:
I am on the Internet ... like at FoxNews but could be another site..
I want to send them an email.

After selecting I want to send a e-mail I get a popup of Microsoft Live Mail 2011 (screenshot).

I fill in the the To, Subject and my message.
I click on send.
But it does not send.

I think I have to be somehow logged into a mail provider before getting the popup in the first place?

How does this Microsoft Live Mail 2011 work to send / receive mail?


https://www.dropbox.com/s/ilupjnm9i0e8yq5/WindowsLiveMail2011.jpg