I googled that error (search for: 0x800CCC0F windows live mail).
I think http://www.computerhandleiding.nl/foutmelding/0x800CCC0F.html is quite nice, but you'll have to use google translate to get it from Dutch into English. Also read through http://www.cnet.com/forums/discussions/windows-live-mail-0x800ccc0f-632109/
Disabling antivirus, a new Windows account or another e-mail client seem possible solutions. If you look at more google hits, you might find more. Maybe even one that works.
I have used WLM for years, without problems. Until now. First, it doesn't start downloading messages automatically. Second, it seizes up on the first message, and eventually gives a 0x800CCC0F error. Sometimes the first message is received at that point, sometimes not. This started only after BT (my main email provider) had messed with it, to solve a login problem. Of course, they now don't see it as their fault! I have tried: a registry clean and repair utility; re-installing WLM; various restarts. Twice now, it has sprung into life and happily downloaded everything, but I don't know why, or what I did. It soon goes back to giving errors.
Info: Windows 10, WLM 2012