If wanting a @live.com or @hotmail.com account: http://get.live.com/getlive/overview. If wanting a @msn.com account
- go to 'register'
- complete the form
- create a good and safe password, you can use the 'help' button in case you need it
- create a good answer to the security question
- add an alternative mail account, for example your yahooo account.
- that's helpful in case you forget your password one day ..