Actually, Hotmail sucks in this regard. If an e-mail address isn't on your contact list, but you receive a ton of e-mail over time from that address (there's a certain threshold), at some point, any additional e-mail sent by that address is automatically marked as spam. And you can't get it to not be marked as spam until you actually put the address into your contact list. So I have a whole bunch of mailing list e-mails that end up in my spam folder along with all the Viagra e-mails, as well as correspondences from certain individuals, making the spam folder utterly useless.
I don't know if things have changed recently, but that's been the way it worked for a long, long time.