From another online source: > Hotmail receives your email sent to its SMTP server and does a SenderID check. If the SenderID is not a match then they will eat the email and you will never see it in your Junk mail folder. There will be no bounce in this case.
Try making sure that you use a From email address that is from the same domain
name as the domain that shows up in your HELO message. SenderID check looks
to see that these are from the same domain.
The workaround in Zen Cart would be to enable the setting in Admin->Configuration->Email Options for "Emails must send from known domain" (ie: to Yes).
Or, better yet, work with your hosting company to get them to set up your mailserver so that its HELO response matches the domain name of the "Email Address (Sent FROM)" of your store. Or change your email address to match your mailserver response.