The Hotmail Live Messenger application has been discontinued. However, it was been replaced by Outlook.com. Using the new application, you can forward emails and attach documents to them very easy. To forward a mail, you need to open it first and press the mail option button (the first button from the left in the bottom of the page) and select Forward. To attach a document, you need to press the Add attachment button (the middle button that has a paper clip as an icon) and browse for the file that you want to send.
