nealfreeland,
Unfortunately, by design POP mail means you are not syncing, but you are pulling mail off of the server. This is why when you open mail in different places you POP/pull mail down to that particular client and you see the mail there, but when you go to another client, you do not see the messages that was popped on another client.
Fortunately, Windows Live and Outlook are Microsoft products, so there is an application you can use that should allow you to sync your pop3 mail.
Here's the link to the Microsoft Office Outlook Connector:
Download details: Microsoft Office Outlook Connector 12.1
If this still does not work for you, and you are needing Business Class email that syncs from anywhere you need to use Microsoft Exchange. Exchange servers are expensive, but Hosted Exchange (I use The Message Center) is very inexpensive. You need your own domain mane (like nealfreeland.com) that you can purchase from Godaddy pretty cheap if you go the Exchange route...and it's all worth it...not to mention you look professional.
I sync my email, calendar, contacts, tasks and notes to 3 different computers and a Blackberry...it's awesome!
Hope this is helpful to you!