Do those mails arrive at the server? Can you see them in the webmail interface before you run WLM? Then run WLM and receive mail. Do they disappear from the server? Do they appear in the inbox?
Maybe you have set an automatic delete rule? Then they go directly to the recycle bin.
Now make a new Windows account and try the same there. That has WLM out of the box.
I am using windows live mail and I have one sender that I cannot receive Email from. They are not on my blocked sender list. If I send them an email, they get it but if they reply I don't get the reply. They are not in trash/spam folder. They are using gmail and I am using bellsouth.net mail using windows live mail. I receive email from other gmail users w/o a problem.